It's a lot of work to disassemble your engine to get to the cam. It's not an easy feat to accomplish and will require a good amount of down time. So, if you ever go to do a cam swap, do the heads and intakes at the same time. You'll get even more power from cam, and more power from the new parts as well. You can do just a cam, but if you go through the work of removing all that stuff you might as well put better parts back on.
Just about every mod you do to your car will help another. CAI allows for more better airflow. New intakes allow for more room for that air as well as the heads and so on. Any time you change things like this you are "opening" up your engine more. Sure "opening" one area up helps, but it's not going to help as much if another area is still restrictive.
Not only does doing heads and intakes with the cam save you time and maybe money but it will help you get more power. If you want to search for more info on doing a heads cam and intakes swap search for H/C/I. It's more commonly used term. If you haven't already you should check out 3.8mustang.com as well as other V6 mustang sites. Doing this requires a lot of work and it will go much easier if you research it before diving into it. Also, supersixmotorsports.com also sells H/C/I packages. A lot of V6 people get these packages. They can add up to 80hp or so.