borla makes a catback, its pricey, around $800 from summit. you could probably get a custom catback made for cheaper. check out "angry duck tofu racing" they make some good part for panthers. K&N makes a cold air intake. there also is a drop in K&N filter. you can also use the plenums for mustangs, they just turn around the other way. also the differential parts from a stang will fit, so you can do any of the 8.8 gearsets. the problem is that the axles are longer, forget the exact length. also the diff girdles fit nicely on a panther. if using any rear gear higher than a 3.55 you have to use an aluminum driveshaft. the one from the police interceptor is awesome. you will need the extended tailshaft housing for the transmission. as for wheels, bullit rims look amazing on the newer panthers. as for upkeep, i use mobil 1 5w30 with a motorcraft filter every 5k miles, and flush the radiator and transmission every 15k miles. the spark plugs just use autolite 764 coppers and change every 15k miles. for brakes i have brembo OEM rotors and satisfied pro pads and they work great, but ill probably change to some better pads next time i do all the flushes.
make sure that all the fluids are synthetic and the car will last for 300k plus without major problems.
being a 99, you have a NPI motor, so switching to PI heads and intake will give you around 50+ rwhp. however that will raise your compression ratio to non boost friendly levels. AED makes a roots style supercharger thats a direct bolton for panthers. kenne bell aslo has one that will work, i saw it listed as being CARB approved, but never saw it on kenne bell's webpage.
i had a 92 grandmarquis with dual exhaust(inhereted it) it was a part of the handling and performance package. the stock dual exhaust ia fairly good, if the car has dual exhaust from the factory than some weldin mufflers will be good. o and not all panthers have dual exhaust after 02. the whole "police chip" thing is a load of bullpoopy. there is no such thing.