You have already found the best (and only) resource out there, this forum.
This is not a honda civic, there are not hundreds of performance and accessory parts out there for it. What is available is pricey because it is from loyal vendors that have been with the platform for a long time and are very trusted here, check out Needswings.com and eurocharged.com for some XF items and great folks.
There are literally thousands of pages here that discuss performance parts for the XF, get ready to do some searching and some reading. If you want me to cut right to the chase, it is a fun car that will never be too quick, if you are looking for intense speed or 1/4 mile performance, either get an SRT-6 or a totally different car, the limited XF is more of a grand tourer...
If you simply want some more seat of your pants thrills, I recommend an intake, sprintbooster, and tune. They get my approval