Welcome to the site!
Sounds like you have your list pretty well sorted out. I would throw out that if you're replacing the steering wheel controls because of burned out bulbs the bulbs are replaceable. They come from Radio Shack and cost about $3.
The key getting stuck in the ignition sounds like a broken wire in the console in the BTSI harness. That wire harness moves with the shifter and over time wires seperate due to the small size of the wire. First it will be intermittant and will finally fail all the way. This happened on my '98. Carry a small screwdriver as there is a manual release on the column hidden by a small removable plug on the right underside.
I've pulled my HUD on the '98 and resoldered and it worked for a couple of weeks but then went back to it's previous flickering. Might want to save the hassle and pick one up from E-Bay or Ed Morad.
no matter if you select head, feet, or defrost, it blows air out of all 3, at all times,
Which A/C do you have, three knobs or auto dual zone?