Some engine mods I see with lightly modded ZX3s are mostly cold air intakes, exhaust, pulleys, and a diablosport predator tune, a larger throttle body is also popular. you could go all out on the suspension of course, but for a lot cheaper many people also get SVT focus suspension parts and brakes from Ford Racing.
The cold air intake on ebay sounds like a deal, but I'd make sure it came from reputable dealer and manufacturer.
Some sites i use to find parts are c-f-m.com, focussport.com, and massivespeedsystem.com. Also, focaljet.com and focusfanatics.com have great links and forums for further information.