OK let's see...
Firstly, I have installed EB mirrors which fit without any troubles and spell the end of my wind noise problems (I could have fixed the old mirrors by installing some kind of 'gasket', but I prefer these ones anyway).
The newer models did have foam-filled pillars, but my understanding was that this was in the interests of body rigidity. The EF dropped that feature but had further improved rigidity nonetheless.
You can get insulation from places like Jaycar - I suppose the general rule is that thicker is better. The only reason I haven't upgraded mine yet is because I"m afraid of doing a bad job. Maybe I should use the KB Laser as a guinea pig again...
I'm not as sure about the firewall, but I would be interested in slightly better/thicker roof lining and floor insulation myself when I get around to it.
Hope this helps.
Jack Travis, E-Series Acting President
1989 Ford Fairmont Ghia turbo/GL replica (underway)
1994 Eunos 800M
1990 Ford Laser S