Converter
I don't have one in the Z yet, but my Turbo Buick picked up .7 and 6 MPH with nothing more than a 3400 converter, shift kit, and trans cooler, plus it was way more fun to drive!!! Not bad for around $850!
a PI Vig or a Yank are definately the way to go. I know like... 5 people with Vigs and 1 with a yank, no complaints anywhere, they are solid. Don't go cheap, you'll be sorry.
If you are decent with tools, you could install the temp gauge and cooler yourself. Most go with a B&M 24k unit. I would suggest installing them first anyway.
AFA the shift kit and converter, they can be installed at the same time, since the trans has to be pulled anyhow. But be sure and find someone who has installed the shift kit before. There are some little tricks that make it shift like stock unless you are deep into it. A novice install usually hits too hard under partial throttle. And use the TransGo HD2, it is the only decent one on the market.
Look to spend ~$400-500 in installion costs for everything.
Also, you may have to have your tune adjusted for the higher stall. Mine was too loose (slipped too much) until my tuner adjusted some tables. Now it is fine.
I bought all the parts, but they installed an Aubrn diff, Moser axles, Richmond gear, Art Carr shift kit, PI Vigilante converter and trans cooler for around $800 all in the same day, and delivered it to my work when they were done!

