The '05 ST I had a few years ago was a blast to drive, but had problems. Since new it would randomly (1/40 starts) take 4-5 seconds of cranking to start. The gear box was kind of clunky and, while stopped, would take some major finagling to get into 1st or reverse -really wasn't that big of a deal, but did cause some minor headaches here and there. Finally, just before I traded it I was getting random CEL's for airbag sensors.
I sold mine with ~46kmi on it, and never did figure out the air filter design. IIRC, it's the same engine and filter box from the Ranger, so if any 2.3L Duratec Ranger guys are out there, they can probably answer as well.
Sounds like you've got the new-to-you checklist down pat.