Those are generally easy to find. As for the air filter, check out the Motor Saver air filter, or even go to Autozone/Pep Boys and pick up one of the air breathers for the Honda 4 bangers. My brother's got a Motor Saver air filter on his T-Maxx and it works great.
Fuel filter...I would get 2 of them, and I think any's fine. The easy one to find around here is the Dynamite brand, but I'm sure others are fine as well. Get what looks good to you.
Cooling head...There are a few made for the TRX 2.5R, and the general thumb is the more "fins" it has, the better the cooling ability.
Wing...I'm guessing you're referring to the ones that people are putting on theirs to make a "Truggy". Can't help with you on this one, sorry.
HPI Savage Flux HP | Tamiya TB-03