First thing would be to check on the legality of mod's in your state for the vehicle, second would be to check with the insurance company. As you're in Texas, they shouldn't be too much problem for minor mod's, I expect. Third, have a good think about the budget and what you actually want out of the vehicle - IMO, it's daft to go for a noisier car and improve the sound system. That said, you should be able to find companies offering cat' back systems easily enough and they should also give a small improvement in mileage - even better if you can stretch to some headers focused towards torque. A well designed cold air intake and free flowing air filter may also give a small improvemnent. There should be a number of F150 clubs and/or sites around and you may even find some baragins there - certainly some sound advice. Forgot, what sterea head unit, amp's (if used) and speakers are in there at the moment - some of the guys more interested in music/sound should be able to give some sound advice.