Plugs are more of a maintence item, if they have never been done, do them.
605 copper core plugs will suffice for that pulley range.
A thermostat drop is not needed, you are better off with the stock thermostat for what your needs are.
A tune is also not a "must" but does help is some parts. The stock tune should be rich enough to support that pulley drop, its just codes and fan settings that can be changed to further help you. If you are scanning the car with a scangauge, it can tell how the car is doing and thus another way to see if the car may need some help with a tune.
As said before, I would get a scangauge of some sorts, I prefer the Aeroforce because its easy to use and is an actual gauge and not a stupid phone app for cars. Its kind of cheaply made but works pretty dam good.
Headers are not a must, but by far the best exhaust mods for the car. You can do a PLOG and 3in Downpipe, but the cost can get up there in the range of headers. Leave the catback stock, you gain nothing from changing that.
