Actually, both of my SE's have the drop-in K&N panel filters (for the stock intake box) That was the first mod performed on each vehicle. I've debated getting a different filter and intake setup, as I don't want to fight heat soak.
When I find a good deal on MSDS headers+Y, I'll be installing them on my wife's SE -- one bolt on the stock rear exhaust manifold is broken, so there is a little exhaust leak right now. Installing the MSDS on my 96SE was a pain, but it was WELL worth it!
I prefer keeping the Contours looking like they're completely stock -- they attract much less (unwanted) attention that way!