It does really depend on what you're trying to achieve. As madmike pointed out, it is a "different" conversion in the fox bodies; however, it is certainly not the least expensive direction nor is it the most horsepower. The real appeal to the 4.6 is the drivability you get with the conversion. These DOHC motors are like sewing machines - silky smooth all over RPMs and, when done right, can be driven more often/further distances without some of the drivability issues that are common with a high hp windsor (rough idle, over heating, etc).
To do the 4.6 you will want to use MM K-member for the fox w/ the 4.6 engine mounts. That's a good starting place but it's just the beginning. I personally think that the electrical and fuel are big conversion issues with the 4.6 in a fox. You are right that many just swap over all of the electrical (dash wiring/speedo, etc). There are issues with placement of the door handles if you also don't do some type of hybrid conversion to the doors as well. If you want to keep the fox interior then look into a company called Florida 5.0. They will build you a gauge cluster that allows you to keep the fox interior and then you will have to splice the 4.6 wiring into the fox wiring harnesses. The wiring is not an easy task.
As for fuel, there are lots of opinions on how to do this, but if you don't want a sumped tank or fuel cell then I recommend you use a fuel tank from an 03/04 cobra (internally baffled). Since the fuel filler from the cobra won't match up to the foxbody you'll have to weld part of the fox filler tube to part of the cobra filler tube. Run some -8/-6 fuel lines and make it a return fuel system (unlike that used in the 03/04 cobra which was returnless).
Another option you may want to explore is putting in a new 5.0 OHC motor into your fox. Those motors can be had new for around $8K - much less than a new Cammer or 03/04 cobra motor (if you can even find them). FMS makes a plug-n-play like wiring adapter,
Kooks makes header for the 5.0 in a fox, and K members are available w/ the 5.0 engine mounts. Personally, I think the 5.0 conversion is likely less expensive in the long run than doing a 4.6 conversion in a fox.