Looking to add more horsepower.

Just save your money for a supercharger. You will be much happier in the end. Don't do the 3" pipes..it is overkill. Headers a good choice, but if you don't plan on doing the install yourself, be prepared to pay a lot. A new midpipe will help also, but the difference between a high flow catted one versus a noncatted one is negligble. Finally, I would wait on the programmer until you have more mods.

Long tube headers alone will get you at least 10-20

get a P51 intake

also new cams would help too. dont get your car chipped, that is saved for superchargers/turbos

Long Tube headers, a 2.5" midpipe (catted or off-road, it's up to you) and a catback will give you 20-25 real RWHP and it won't "ruin my car". Actually it will wake it up! Most of the tone will come from replacing the midpipe and catback, but the headers won't hurt the whole audio experience either. With these mods, there is no need to mess with the EEC. The only consideration is if you use an off road midpipe (without cats), you'll need MIL eliminators. The killer in adding long tubes is the labor - typically $350+.
If you just want "extra bite", I'd really consider gears. 4.10s on a 5 speed will make your GT feel about 800 lbs lighter - it's a huge difference! You'll also need a speed calc, which corrects the speedometer reading. Gears run about $175, the install is about $200-$225. A speed-calc runs about $75-$100.
If you've got deep enough pockets, both of these mods (exhaust & gears) would do wonders for your performance.
Also, if you have a 5 spd, consider an aftermarket shifter like the Pro-5.0 or the Steeda Tri-Ax. This, you can easily install yourself, costs about $160-$180, just adds to the whole driving experience and you'll wonder why Ford didn't install one of these to begin with.
Enjoy and Welcome to StangNet!