Do you mean Civic SI, not SE?

Mobil 1, castrol, amsoil are good brands of oil

I have only used the OEM honda filters. Mobil 1 filters are supposed to be good too.

For plugs and wires, I would stick with the NGK oem equipment.

I use AEM brake pads. They produce a lighter dust so they are not as noticeable on wheels. I like the way the feel.

I wouldn't replace your coil unless it goes out or you are putting in a MSD external coil.