When I did my swap I used Ford gaskets that I bought from Summit Racing. I think they were around $20. I'd personally rather go with them than anything else, but Felpro is more than likely just fine.
I took pictures of the engine from a few angles before I dis-assembled and I labeled and sorted everything. I didn't have any problems with the swap except the alternator bracket not lining up with the new intake, but that was a simple fix.
If you want to do a compression check, do it BEFORE you take the intake manifold off. If you take the manifold off, you'll have to remove the fuel rails and the second you turn the key you'll be dumping gas all over everything under the hood. Not only that, but any debris is open to fall into the ports on the heads and get sucked into the cylinders. Bad news.
That being said, since you'll be removing the rails from the intake manifold, it is a good time to change the fuel injector o-rings. Most of mine were old, brittle and ended up breaking when I removed them. You can get replacements at the parts store for cheap. Use a little electric grease from those packets they sell for your battery terminals to help slip them on the injectors.
The other thing I suggest is putting paper towels or a shop rag into each intake port on the head as soon as you remove the intake to avoid any debris possibly falling in. There's going to be a lot of dirt in places you wouldn't expect it. I even vacuumed the ports out with a shop vac before putting the new intake back on.
The EGR system just needs to be disconnected from the intake plenum, you don't have to remove the assembly as the intake will clear it upon removal.
That's all the major stuff I can think of at the moment.