The thermostat is fine, you don't "need" a tune, but if you wanted the fans to turn on sooner you would want it because the stock fan settings are still 212 and 226 IIRC. If you already been rocking it for a while, don't even worry about til you start modding further.

Performance Modification plans: K&N cold air intake, cat back exhaust, headers, pulley, tune & then more...
K&N is a waste of money, you can make your own for 60 bucks, there are a few threads on it. Cat-back will only be for sound, no horsepower gain there. Everything else sounds good though. I'm sure with your stay here you'll get everything down, lots of reading and you're set.