performance upgrades
 

ford F-150 whats first upgrades? think air intake and a dual exhaust but which ones.

Make a signature with truck info, or tell us what you have.
Both mods you mention will work on all engines/trucks, and here's a big BUT. Don't expect any performance gains from either, looks and sound only. If you've got an Egoboost, be careful with the exhaust, some systems sound absolutely terrible on them. I've got a Borla SType on mine, doesn't sound as "ricey" as many, and zero drone.

What about tunes? I see they do gains on the SHO/MKS with the 3.5l Ecoboost will that work on these also? On a side note is the AWD Ecoboost in them the identical engine in the F150 or are they different?

Tunes work wonders on the 3.5, I use an MPT 93PRX. According to MPT dyno, I'm putting on the ground what the Raptor makes at the engine.
The SHO/MKS, IIRC, don't have the doodads the 3.5 has in the 150 stock. That's all I know about them.

The number one, by far and away, performance mod that is the best bang for your buck would be a tune on the ecoboost engines. I currently use the Omega tune from tuning by oz. It doesn't have the punch you would get from other race only tunes, but it allows you to daily drive using whatever octane fuel you want without having to change tunes. Like your factory tune it uses the knock sensor to adjust timing for whatever octane you are using. Throttle tip in and shift points are also adjusted for driveability. I have used tunes from at least 6 different tuners and I like the simplicity of the Omega tune over all the others. Good luck!