For lots of info on AW11s, check here: http://www.mr2oc.com/index.php?
AE92 headers will work, but are not a whole lot more common than AW11 ones. AE92 headers won't bolt up to the stock AW11 exhaust though. The car will need custom exhaust with an AE92 header. 20V headers are a good option (what I went with), but can interfere with the starter if its mounted on the exhaust side of the engine, and also needs the outer header flange bolt holes drilled in different locations.
Used headers such as TRD, and KBD do come up fairly often used (Keep an eye on AW11 forums).
There are lots of suspension options for the AW11. The cheapest good solution is ST Springs and Tokico HP inserts. I also highly recommend installing the Prothane Poly Bushing set. YOu can buy a lot of this stuff here: http://www.twosrus.com/catalog/ . There are also coil-over kits etc available used and on Ebay.
Here are some pics of my exhaust I just put on my AW11. It is a modified 20V blacktop header into a SV3 Power 2.5" down pipe, then custom 2.5" piping to a 2.5" Magnaflow cat and 2.5" Chinese muffler. I did add a bunch of fibreglass heat wrap to various things after these pics to protect them from heat. It's an awesome exhaust, but a touch on the loud side. Made a good power difference on my smallport 4agze. It would be way over kill on a 4age though.