Air Intake : Air-Force1 / AF1
Headers : PAIN IN THE ARSE! Nice though, JBA if you do. That, or if you want, there is a company that makes long tubes that work on the 4WD...it's $1500 though!
High-flow cats : Would be a bit of a pain but easily done while putting the headers because you could remove the Y-pipe and take it to a shop to have done. I haven't done this, don't think the stock ones are all that restrictive IMO.
Cat-back : MagnaFlow, Roush, or Borla. Depends on the exhaust exit location and exhaust routing configuration you want. If you have backup sensors, the rear exit exhaust has been known to give it lots of problems when it's cold out. The "offroad" version of the Roush kits are just louder, they're not illegal like the terminology "offroad" usually means.
Tuner : I really like the XCal2. You can order them
Troyer Performance after being a F150online member and get a discount. They've got pre tweaked tunes for the air intake. He will more than likely really suggest doing some dyno runs to get some real tuning for your truck if you're doing intake and headers, but that's up to you.