Just out of curiousity has anyone done any performance enhancements to their Ford Explorer? I am just starting to look into it. And are there any free mods mentioned or any after market parts brands favored more than others; such as, the Chevy Forum has posted on it?

I've dealt with Zabtech.com before for Sport Trac stuff. I know they make some items for the Sport Trac as well as sell items from other manufacturers.

first off a K&N filter is a waste of money, unless it comes with a modifyed mass air.
your best bet to see results with an air filter is to built one. Oreillys offers a full line of spectra, and petboys has a decent built-it-yourself brand too.
However you best results will be with modifying the mass air, the more cold air the filter gets the more hp you'll see.

2nd, exhuast only does soo much. One, check to see how many cats you have, if theres more than 2 cut off the other cat/ cats so you will only have one.
then pick a muffler you like. You want something thats almost a straight flow, but will a little back pressure.

3rd. Check to see what rear axle you have and the gearing.
For example if you have the 8.8 axle, you have 2.4 stock ratio ring & pinnion.
If you moved up to a 3.10 ratio it would increase your torque alot.
But keep in mind the bigger you go, the more it affects your fuel mileage and shift points.

Now if you wanna get more into modding you could put a stage 1 cam in, while doing so change out the valve springs, hyd lifters, push rods, and rocker arms.
In doing this you would see a huge difference in HP and performance.

And depending on which engine you have I know alot of tricks to get more HP and better performance outa her.

One other thing you could do is change the underdrive pulleys for a lighter alum set, and remove your stock cooling fan, and install an E Fan system.