For a start, you can look at my sig and see what I've done to my early 99. I've got a tad over 270,000 miles.
But as a minimum to start with:
Exhaust: get a BTM or a real exhaust system. There are a lot of different brands around, MBRP, Magnaflow, Hog, etc. If your "cat" were to run away from home and never return, that wouldn't hurt things either.
Air intake: Replace the factory air filter. Generally the more popular options are Ford AIS, Tymar (either purchased or a home made version), or one of the AFE intakes. One of the big problems with the original air filter is the filterbox. The lids tend to leak, causing a air leak downstream of the filter. This allows dust to get into the turbo causing wear on the compressor wheel blades.
Gauges: Get a boost, EGT and tranny temp as a minium. You can mount them about anywhere. Many folks mount them on the A-pilar.
Chip/programing: This is where the early 99 is at the biggest disadvantage. The early 99's have a lesser computer (PCM). With the later 99's, or 99.5, an upgraded PCM was installed. One of the problems/ limitations with the early 99 was the horrible tranny programing of the early software programs. I hated with a passion, the lame assed manner my tranny would operate. But all that that changed with phone call to Jody of DP-Tuner. He was able to supply me wth a 99.5 PCM with a DP-Tuner 80hp Econo tune programed on it. Not only does the engine now run like a raped ape, but the tranny will now better stay in overdrive (if you so like) when pulling trailers up hills or into headwinds.
Of all the mod's I've done, I have to say that the DP-Tuner programmed PCM and the BTS tranny are the top two result getters.