I agree on the cold air intake and tuner kit. You can get a good one from $500-600 with custom tunes. Try Brenspeed.com and Bamachips.com they're excellent tuners and have good prices on cai/tuner combos. Cai/Tune should get you between 15 and 25 rwhp.
You're also going to want to get your crappy stock muffler off there. Just a performance muffler on the new v6 mustangs will get you an extra 10 rwhp.
If you're looking to put in gears then you'll want to put in a limited slip differential in at the same time. The stock v6 mustang has an open differential so all of your power is generally focused on one wheel rather than both. A limited slip diff. will help to balance the power out between the two rear wheels. As for gears, you've got 3.31's right now. Popular choices are 3.73's and 4.10's. 3.73's would be a step up and 4.10's will really show you where your money went.
Other than that if you've got a manual I suggest a short throw shifter, possibly a Hurst Comp/Plus.
If you didn't get pony package then you should look into a set of sway bars whether they're GT take-offs or aftermarket they'll make a huge difference. New springs are a popular choice when it comes to suspension as well.

__________________
Black 2005 Mustang v6, 5 speed, IUP, EUP and Leather.
Razzi 1/4 window scoops, Mustang GT Sway Bars, Flowmaster American Thunder Single Exhaust, Clear Front Turn Signal Lenses, Demolet CAI, X-cal2 91 tune, Hurst Comp/Plus Shifter, FRPP T-Lock, Ford 3.73 gears