im gonna address all of that lol.
i have heard that SR cam gears are s***. they dont allow for proper adjustment and can seriously hurt your motor. id go with focus's adjustable cam gears.
you can run fsze pistons with either one of those ecu's. the msp ecu will make you run a lot richer though, and the p5 ecu is not tuned for that high of compression. the mp3 ecu would be the best match, but what im trying to say is that you should seriously run the haltech once you install those pistons. there was an fsze ecu in the japanese familias but it was a completely different harness. good luck coming across a fsze ecu, and better luck coming across a harness. if you really wanna spend that much cash on a ecu like that pm focus, he might be able to help. but itd be a lot easier to run a p5 ecu and tune on base values. you could manage a lot safer, better tune that way.
almost all headers act a like. the most important difference would be the pipe style, 4-2-1, or 4-1. 4 -1 is very inexpensive and can be found on ebay. they are a little better for mid range (4000-5500rpm) power but in no way does that mean you have no top end. HKPRO5 made a how to on making a 4-2-1 header from a 626 aftermarket source fit. it would have a better power band from about (4500/5000-7000rpm , presumably). it all depends on your goals.
almost all intakes act the same. the only difference is CAI and SRI. cai gets colder air but has a little less throttle respons. vice versa for the SRI. its all your choice. but where you live i would pick SRI because its cold there already and a much lower chance to pick up water in the intake.
i dont see a point in spending all that cash on a new motor, you have one right now
if youre gonna build it, dont build it without the cams. just saying. they are whats gonna do the most work really (of mechanical parts). the haltech is also a must for this project. if you wanted to buy another part to build, i would recomment a head. mill it 0.010" and have someone port and polish the valves. fairly inexpensive and frees up some power.
hope ive been helping.