First is from reading some of the material on one. Does it come with a Stage One already installed or is that something extra? The reason I ask is that here in the Denver area a Stage One brings the engine back to semi normal performance. Second is: Is it a good idea to put Reinhart True Duals on the bike from the getgo? Is it better to have the SERT or PCIII? and Lastly: Can you put a quick disonnect on the touring pack so you can take it off when not needed? just some of my concerns going forward while I wait for my new 08 SE Ultra in Anniversary colors.
DJ 
Everything Chief said...
Welcome to the site...when you feel ready, go to the New Member thread and introduce yourself.
If it were me, I would not drive it off the dealer's lot without putting the air cleaner, pipes of your choice (my personal preference is Rinehart TD's), and the PCIIIUSB or the SERT with a MAP that is close enough for break-in purposes (a little on the rich side).
Detaching the TP...a lot have done that. It requires removing the AMP under the TP, and the wiring harness overlay for it. There are excellent alternatives for amplifying the sound by placing digital amps inside the fairing...actually superior sound quality, from member's reports.
Get ready to open your wallet and get out the credit cards...we're always here to help spend other people's money after we've already spent all of our own. The CVO model is a great starting point for making modifications...

You have discovered the best HD website on the 'net, as you will soon discover. Great bunch of people here, and the information is priceless.