Tune-up for a 1996 GT

I have a 1996 GT which I acquired second hand in 2002,
and I feel it is time for a comprehensive tune-up
(for one thing, the "check engine" light has stayed
on for a day or so on at least two occasions over the
last two months). I would also like to take this
opportunity to begin to "trick out" this vehicle
with after market parts to increase performance
(similar to the things I see on HorsePower TV).

My Haynes Repair Manual lists a "Major tune-up" as:

Replace the spark plug and coil wires
Replace the spark plugs
Replace the air filter
Replace the PCV valve
Replace the fuel filter
Check the fuel system
Check the charging system

and as far as the first two items, is there a
high performance package/kit that people might
recommend?

How about the E3 spark plugs that I recently saw
advertised on HorsePower TV?

Thank you for your help.