Don't know what the laws are elsewhere but it certainly isn't illegal to modify your car in the UK. OK, so you should inform your insurance company of any mods, but you can of course be clever about this.....
1. Re-mapping the ECU is untraceable so don't inform your insurance company
2. You don't have to fit Ford parts are replacements to consumables, aftermarket panel filters are often cheaper than OEM and the same can be said for brake pads, discs etc. Obviously you can only push this one so far.... Don't go converting your braking system and expect to get away with it and you'd be pushed to get away with fitting an induction system
. You could even argue that an aftermarket exhaust is cheaper than bying OEM, but you'd be pushing your luck fitting a full race system.
3. If you have bought a second hand car say that you were unaware of any modification work done by the previous owner.
I don't see what all the fuss is about.... with bikes there is no such thing as a "standard" model, everybody fits exhausts, uprate their brake pads and filters, chages their gear ratios etc and insurance companies aren't half as arsey...... I guess they just expect it!