The major exhaust restriction is in the exhaust ports. Shorty headers really don't do much at all. Maybe if you had heads, it would, but not on a stock engine. Same with the mufflers, better than stock but nothing really major.
The CAI, well ford came factory with one, and the dyno results I have seen show the stock air box about the same as the aftermarket one's. Your major restriction in that area is the stock MAF, then the lower intake, then the throttle body and once again is the heads.
As for some power gains, a gear in the back would really, really help, and if you really want to see something that will make your car a whole new animal do the gears and put a better converter in there and a shift kit, then you will be rocking. Heads are also a really good place to look but that stock AOD and rear end kill so much power.