Well, welcome to the club first of all! :chili: I certainly remember that car, and I hope you're enjoying it.
First of all on the mods, there is no one who makes projector headlamps for the Taurus. That would have to be a custom job. For the taillights, you're in luck. There are altezza's made, and a few members have them (I believe off e-bay). Hopefully someone with a little more info will notice this because I don't know too much about the altezza's. If you see them, and you think they are too ricey, you could always darken them with Niteshades, which is basically a spray-on tint.
With the exhaust, you have a few options. If you just want to replace the muffler, that's easy enough. Just buy a muffler and have a shop weld it on for you. Some like to have shops custom make cat-back exhaust systems, and there are a few GenIV owners with custom dual exhausts. A cat-back system won't give you too much of a HP increase, maybe 5-10, but I'm sure it will sound awesome.
If I didn't answer any of your questions or you have any more, feel free to ask.
-Rob