I would consider 4.10's just MHO. The 4.6 motors make there power later in the rpm's than the 5.0's so a little lower gear helps them get there. That's all you on gears tho. There should be a tag on the rear end with the gear ratio. Not saying that's what is actually in it tho. If it was me I would scratch the under drive pulleys and for dang sure the coil packs. I saw no improvments when I put MSD coil packs on my 98. Headers that's up to you but my money would go somewhere else.
Now this is just my opinion-
Tuner/gear combo from AmericanMuscle is a for sure, gear install kit, trac loc rebuild kit, short throw shifter, full tune up, oil/filter change, tranny fluid change, clean throttle body and components attatched, full length subframe connectors, upper/lower control arms, good set of lowering springs with caster camber plates, PI intake, PI head/cam swap.
That's where I would start honestly. I think the headers to me are not worth the time and money vs the other mods I listed that could add up to the price of them plus the UD pulleys. I'm sure some other people will chime in but we all have opinions and this is your car and money. Good Luck and welcome to the 4.6 world :bigthumbsup