ok I am going to take a stab at this since lighting i know very very well.
first 35 watt vs 50 watt. this is a much debated topic. 35 watt is PLENTY bright. I have had both. only thing i noticed was 50 watt got me pulled over more. plain and simple.
colors or kelvin temps
3000k = yellowish tint
4300k = closest to your factory headlights
5000k = pure white
6000k = pure white, slight hint of blue
8000k = little more blue
10000k = blue
12000k = purple
NOW with that being said, I can even get a 5000K bulb that has custom colors such as green, red, pink, orange, etc etc
HALO's. do not buy that junk ebay shit that has them pre installed. they are not worth the headache nor the money.. trust me.
With that being said i do custom Halo installation, and there are 2 types.. CCFL, think of a neon bar light. same principle. and LED, well you can figure out what LED is.
CCFL Halos, is highly, highly unreliable. tubes crack, invertors go bad frequently, etc. but they do look good.
LED Halos, they are super super bright. they are reliable as all hell, no invertors to go bad, and they last virtually forever. i have yet to have a set i installed have 1 single LED go bad and I have been installing for a specific company since Feb 2007 (almost 5 years installing Halos). bads? some people dont like the way they look close up.
Exhaust. no point in getting rid of your factory exhaust. its stainless steel, just cut out the muffler and install your favorite brand then install the tip you like. I did a flowmaster 40 series muffler, with a 4" magnaflow rolled end tip.
intakes. all of them will do the same thing. honestly it does not matter if they have a heat shield. we did testing on diesel trucks. diesels run A LOT hotter than any gas motor will. only time heat will be an issue with an intake is at idle in park. even then it does not do anything worth noting. a .02 hp change at the wheels will not be felt. yes that was the average.. when the truck is moving there is cool air getting to that filter via through the fender, grill and under the vehicle. So anyone that argues this point does not know any different, honestly. ( I build custom intakes for diesels, so again this is a subject i know a little bit about)
Tuners, well i am still trying to figure out what is best for the 3 valve 5.4 expeditions. as a word of caution, i just got off the phone with Diablosport. there U7151 will NOT support the expedition due to it has a different PCM than the F150, so dont waste your money on that tuner.