For exhaust I think the best thing is the SVT header package with a high flow cat that McNew's is putting together. Many people put in race headers and you will almost certainly get a bit more power from them but since they don't have a cat they're not as clean, they're not street legal most places and they can run rather loud, from what I hear. I think FocusSport is out of stock of their street legal headers but if they're not I'm sure it's a decent product. Put a high flow cat and a bigger flex pipe after it and it'd be about as good as a close couple cat can be on a Focus. If I do a header that maintains stock cat location (to stay in STS class), I'll probably go with Edelbrock but I doubt it makes much difference.
Cam gears don't seem to vary much, so I'd go with pretty much any respectable brand/seller like Esslinger, AEM, FS Kent Cams (although is it just me or do the Kent cam gears look uglier than any other aftermarket Focus cam gear?), etc.
Myfordfocus.com has a fairly comprehensive price list, which shows the Focus Central gears as the least expensive set. Haven't heard anything either way on them, that I can remember, so they're probably fine.
