For indicators and mirrors ebay is probably a good place to start looking. A word of warning though, it isn't always best to buy cheap when it comes to LED indicators; the keenly priced Chinese ones let in water.
I'd suggest having a search of the forum for tail tidy ideas/options is a decent starting point. Here's a couple of links to get you going:
http://www.xt660.com/showthread.php?t=20723
http://www.xt660.com/showpost.php?p=181161&postcount=5
My personal favourite shed engineered "Pooratech" tail tidy...
http://www.xt660.com/showthread.php?t=19100
The cheapest place for Power Commanders (because of the strong pound/weak euro) is OTR at the moment. You get an O2 Optimizer in the kit.
DNA air filters are generally accepted as the best for road use on the XT and the best/cheapest place to get them is
BR Special Tuning (although they can occasionally be picked up slightly cheaper on ebay).
There's so much choice in the exhaust department really it all depends on your budget, what you like the look of and what you want in terms of weight saving, layout etc. The world's your oyster! You've got things to consider like whether to go 2-2 or 2-1, long or stubby, loud or quiet. At the cheap end, buying MTC cans through the forum is one option. At the top end there are the premium brands like Akrapovic and lying somewhere in between are brands like Exan. Have a search on the forum, or search in Google images and see what floats your boat...