If you're not inclined to have a ricey sounding exhaust you should definitely consider Borla offerings. I've got the 2.0L Zetec in my Focus (albiet Focus SVT) and for my car the best toned exhaust is the Borla. Its also the most expensive... go figure. Other popular options are MagnaFlow and MBRP. For the Focus MBRP has the reputation of being the loudest.
Another popular exhaust mod is the "offroad pipe" or ORP. This is a straight through pipe that replaces the catalytic convertor. However, this is illegal. If you have emissions checks in your state or county, you'll probably fail, and may even be fined.
An intake on your car, either cold air or short ram, would probably be very beneficial. This'll also give your car a more agressive note while driving at WOT.
Another good idea, but the most expensive, is upgrading your wheel, tire, and suspension package. 16" or 17" wheels wrapped with good rubber will drastically improve your handling. Plus it just looks better
Or, upgrade the brake pads. EBC Greenstuffs are very popular in the Focus crowd and produce very little dust. I got them for that factor alone.
Lastly, think about a short throw shifter. It'll greatly reduce the distance between shifts and can give your car a sportier feel. Plus, it just makes driving easier.