There will be no place you can walk into and get performance parts listed for a 92 SSEi. You have to do research and figure out what will work and request those things, or order them on the internet.
For the CAI, you'll have to make something, as many here have.
For the cat back, you'll have to get the parts seperately, as many here have.
For the plugs, try NGK Iridium TR55IX from zzperformance.com if you get a smaller SC pulley, stock pulley, anything but Bosch.
The Jet chip will not work in a Supercharged 92. Get the Hypertech Thermomaster chip from jcwhitney.com, it'* cheapest there. And get the 160 thermo from hypertech-inc.com.
For wires, I like my MSD 8.5mm from pfyc.com, but they do give me whine through my aftermarket stereo. I'm considering a different brand for my next set.