I'm rather disappointed with what is available for us to do to our trucks. No CAI's available, cannot put dual exhaust, no lift kits . . .
there are about 25 different CAI's for the 97-04 engines, K&n 57 and 77, Airaid, JLT, Summit, Trick Flow, Matrix, AEM, BBK, Spectre, AFE (has stage 1 and stage 2), Key Stone, Injen, Volant, and of course if you supercharge they all have CAI's as well.
There ARE dual exhast options that are expensive and not really "True Dual" meaning its still a Y pipe off the manifolds and doesn't really help the Exhaust flow over a standard single side.
As for lift kits I know that theres 2" spacers for everything and the 97-02 model does have more though, I'm not too well versed in Lifting, lowering my cup of tea more than lifting.
Just go on websites like Summit racing, truck addons, stylin trucks, etc. or you can always pick up some parts catalogs or magizines. Trust me there actually is plenty out there and you might also try lookin up 97-03 f-150 parts for certain things like just be careful with that.