mm no fair your SE has a zetec. lol.
I guess mostly mods that would help it breathe better, i.e. more efficient exhaust, or cooler air density via cool air intake or maybe short ram intake.
if you really want to get into it though, do some engine internals or forced induction i.e. turbo/super charger. another great improvement is suspension, and you can get an SVT kit that will fit on the SE for example, for around $300 more or less, depending where you get it from. Even try a lower engine mount (no hp increase, but much more solid shifting and something else, from what I've heard)
I guess I'd say though, my first mod (well, currently my only real performance mod) is the exhaust system, really helped with acceleration, and got rid of the awful looking "lunchbox" muffler famous on the focus. lol. I've heard intakes help in some way as well, and I plan to eventually do a really cheapo intake which consists of removing the stock air box and replacing it with a universal cone air filter. that can pretty much be done for the cost of a filter and a clamp. it's probably the cheapest hp you'd get, in my theoretical opinion (because I haven't done it yet, lol). there's also another option where you don't remove the airbox, and just get a K&N drop-in filter, which I hear are pretty much like getting an intake cause they're that great. lol.
just a helpful hint, any time you do a mod such as an intake or exhaust....... anything to do with the engine, disconnect the battery and drain the power from the car by pressing on the brake until all the lights go off (lol I know) then just power it up and let it sit there for a while with the car on so it goes through its relearning process and won't throw an error if something is against the norm. [thumb]