With common bolt-ons, a tune/chip isn't required to make sure they all work together on a Fox. But, you do want to make sure the mods are balanced and the best choice to work for your application. A street car doesn't need long tube headers. You don't need a massive throttle body if you aren't doing other mods that would benefit from having one. Bolt-ons generally don't make an engine more likely to blow up; they are relatively mild mods. But, any engine, if abused, can go kaboom.
Fox Body Mustangs always benefit from a good tune-up, so make sure your plugs, distributor cap & rotor, plug wires and O2 sensors are all working properly. And check and change your oil regularly.
If you change rear gears, you will need to change your speedometer gear on the transmission, and the number of teeth will vary based on transmission gear and rear gear ratio. Other than that, if you aren't changing fuel injectors, you should just be able to bolt on the MAF, TB, CAI, headers, X-pipe and exhaust without issue. An intake manifold and roller rockers are more difficult to install if you don't have a lot of experience working on cars.