Exhaust:
Most stuff will work. Just make sure the muffler in the system is a canister style and not an oval style. The problem is that the oval is too wide because of a gas tank change.
Intake:
Marcy Motorsport, Focussport, F2, Cosworth, etc. There are many options for this, and most give about the same gains. Steeda's design might be a little safer for really deep puddles. The only issue is that it will make less power.
Header:
Cosworth and F2 are it right now. Draxas is currently out of stock. You will want a tuner for getting rid of the CEL you will have.
Tuning:
The best way is to get an Xcal2. Focussport, Marcy Motorsport, etc. can do mail order tunes and will include the flasher. They can correct for a header, etc etc.
Suspension:
06+ cars have a different front suspension than previous cars. There are some 06+ specific options, but if it doesn't say that it is, assume it doesn't work. This goes for SVT, multimatic, etc. kits, they are just different on the front parts.
Now as far as the PZEV goes. If you have the air described, you are PZEV. On the 06+ PZEV models (might just be 07+ pzev models), the intake has an extra hose connected on the front just before the throttle body. This is not to be confused with the extra hose on the rear of the stock intake just before the throttlebody, as all models have that connector.
If you have the extra hose in the front, it is part of the AIR system, and you will need to talk to your intake provider to make sure the intake has provisions for this. Focussport has fixed this issue for at least one person, so they might be the people to talk to if this is the case.