-One really good thing you can do is get a chip. SuperChip, DiabloChip the same. It will dramatically improve your shifting on the ATX.
-Next, you will want a new intake system. The stock one is complete crap.
-Then, you can get a new cat-back exhaust (and possibly a header which brings big gains)
As for simple things that will be really good, especially if you have over 50k miles on it:
-Spark plugs and wires (Make sure you get Autolite Double Platinum and Ford MotorSports wires)
-Flush your tranny for sure
All the above will give you a huge increase over stock power. The Zetec is a pretty cool engine. Make sure you attend one of our local meets, too.
Welcome to CEG!
-Chris