Ok, being that I just went through a lot of this:
You would be swapping your heads completely for 99-04 gt heads, gaining 30 hp.
While your engine is open it is the best time to do anything you have money for (to save on labor) Honestly, I would save a little while to have more to play with when you open everything up. Things to do while the engine is open:
You WILL HAVE TO swap to the 99-04 manifold or get the adapters to the new heads.
Porting the 99-04 heads. (you can do this before taking the engine apart.)
Cams- lots of hp added
IF you are taking the engine completely out. LIGHT WEIGHT FLYWHEEL- doesn't add hp, but it allows your rpms to fly up a lot quicker, so your acceleration is faster. BEST PART I EVER PUT ON MY CAR
Cold air intake, Plenum and Throttle body, would be next. You might want to do a MAF.
Headers are very controversial.. on 4.6 they don't add that much hp for the money..
TUNER!- Even if you only get the heads you will want to get a hand held tuner (predator or SCT) will gain about 15-20hp
In all of this Craigslist and Ebay are your best friend!!! Just don't buy junk. Ask questions and check stuff out.