It really depends on how much money you have to spend. If you have a couple thousand than a supercharger/turbo is the way to go. If you are on a tight budget start with the simple mods such as dual exhaust, gears/t-lok, CAI. Then work your way up from there. You can only make it fast if you have the money to do so.
Throwing a super/turbo charger on a stock V6 seems like a waste. There are lots of good mods to do before, to get the most out of a charger.
You can't go wrong with dual exaught. It will be benificial no matter what mods you plan on doing in the future. just make sure you research it and optomise it for your future plans. i.e. had i done some research I would have replaced my cats when doing dual exhaust. A little reading will save you a lot of $$$ in the long run. (Price depends on what setup you go with and who installs it)
CAI is very cheap and easy to do as stated. ($80-300)
Tuner is like the dual exhaust. You can't go wrong with it. It can be used to tweak a lot of things for a good cumulative increase in performance for the price. ($300-400)
Gears and traction lock mentioned are good too, but as someone else said you are going to want a tuner to go with them.
Heck, a Tuner would be a good first purchase if you are strapped for cash and want a cheap, very easy performance boost, just don't expect a crazy performance increase.
Good site for tuners with customized tunes VMP Tuning - Buy Ford SCT & GM Custom Handheld Flash Tuners Performance Economy Towing
You need to decide how much money you want to spend and what your long term goals are.