ok, cai is cold air intake. and cb is catback. the cold air intake is where the air filter is where all the air comes in. and then the cb is everything the h pipe or x pipe.
As long as you are mechanically savvy, you can pretty much do anything. I'll use mine as an example. I have 3'' MAC cat-back and Pro-Chamber. Before I put my Pro-Chamber on, I took the catalytic convertor casings off of a stock H-Pipe and tac-welded it around the Pro-chamber so it looks stock. If you don't want to go to that extent you can always put an off-road H/X pipe and if you ever get a caution engine light you can take it to AutoZone and they will read the codes for you for free. If it has something to do with your exhaust system you can swap your stock H pipe for the O/R. Technically if you get a code for something other than your exuast system, Ford cannot void your warranty. If you aren't into doing work yourself, you can pretty much do anything you want if you let the factory do it for you.