Welcome to the community, and congrats on your SHO!!! Glad you made it over the great divide to Ford

You've had some great rides

and hopefully this one will continue the trend. The G8/GTP is/was kinda hard to beat in the fun factor area.
A list of TSBs for your MY SHO:
http://www.ecoboostperformanceforum.com/index.php/topic,496. While not complete, it will give you an idea of what is known already.
A discussion on effective mods for the SHO:
http://www.ecoboostperformanceforum.com/index.php/topic,8081. A tune is your biggest bang for the buck, can't go wrong with either Livernois or Unleashed. A quick comparo here:
http://www.ecoboostperformanceforum.com/index.php/topic,2782.0.html Add a 3-bar MAP to really give the tune breathing room. A 170/160 TStat especially if you live in a hotter climate. The tune may even improve your mpg!
2. Not sure about the window visors, EGR and Weathertech make some good aftermarket units
3. Many options when it comes to hearing the turbos: do the BOV VTA mod, add downpipes, and/or change the catbacks. For sound samples, go here
http://www.ecoboostperformanceforum.com/index.php/topic,2462.0.html4. Turbo upgrades will definitely pay for themselves
Before you tune, do all the standard checks: spark plugs gapped to 0.030, turbo piping properly clamped, no oil in the turbos, etc. Sounds like the plugs may be worn, if so, use sp534 as replacements.
With 51k on the clock, think about a PTU fluid flush. This will greatly extend the life of the powertrain, and do yourself and the next owner a big favor. Also check to make sure all your upgrades transfer to the 2014. The tune will not, unfortunately, due to updated ECU in the SHO starting in 2014.
Check your intercooler for accumulated PCV fluids (pretty nasty). Using full synthetic engine oil may help reduce this particular problem.
Think about lowering the car with H&R springs, or get Megan coilovers for the 2010 (won't transfer to the 2014 tho). This will help with handling and performance.
Most people are using computerized displays through Torque or Forscan etc. off of the OBD port. Kinks are still being worked out, and new PIDs being discovered & verified.
Who knows, you may decide to hang on to the 2010!