Hey Dan,
A couple of things for every SPF owner's To Do list:
1. Get one of Blas' electrical diagrams for your car. This shows the whole electrical layout and sooner or later, you'll need it. Also shows some of the popular upgrades and how to wire them in.
2. Join SCOF (Superformance Cobra Owner's Assoc)
Superformance Cobra Owners Forum . It'll take a couple of weeks, but their Technical Section is worth several weeks mowing through. Eye opening what is in there. I printed out the whole dang thing and made a binder.
3. Hook up with your local Cobra chapter. Sounds like this is already underway, but you'll see this guy did this and that guy did that. All of a sudden, your perfect car needs an upgrade!
4. Get some miles under your belt in different conditions. Cold, hot, wet-you'll want to know how your car behaves in these instances. Believe me, you'd rather find out what it's going to do while YOU are playing with it, than find out when, given a situation, it is playing with you. Go to a vacant parking lot and sling it around a bit and see how it behaves. Just get the feel of what's recoverable vs. when you're screwed.
5. It really is a beautiful car. Just enjoy it. Don't work up an upgrade list overnight that you have to complete by Memorial Day. There's always someone who's got a whiz-bang widget that you could upgrade. Just soak it in as it is.