Doing a search on this forum will yield a wealth of knowledge, and probably answers to most of the questions you ask, as most have been asked before.
But, just quickly...
You have a 4A-FE engine. Built more for economy rather than power. Not many upgrade parts are available for this engine... mainly because modifying a 4A-GE gets better results, as they were designed to be a performance engine.
You can get parts like headers and pod filters for the 4AFE, but the minimal power increase you'll get from these mods alone probably won't justify the cost.
Being front wheel drive, engine upgrades are quite easy. There are several variants of the 4AGE, all of which will bolt up to your automatic gearbox just fine.
I'd probably recommend a silvertop 20 valve 4AGE... they are cheap, readily available, and rev like a bastard :) Easy swap too.