Leather seats should be easy enough, though admittedly I can be pretty content with cloth....it doesn't heat up as much in the summers. You can probably find a junkyard Impala if you want and get the seats you want from there, or if you're desperate to get it just right and don't mind shelling out the $$$$, you can have Katskin(or maybe it's spelled Katzkin) leather seats company take care of it for you.
Exterior trim is probably available cheap enough from the dealer, or you can use white paint and do it yourself at home, or find some on another junkyard Impala. I personally like having a few trim pieces on mine a separate color from the rest of it, but to each their own.
Adding a center console would take away a seat in the front, plus there's already storage in the center seatback/front armrest bit there in the middle, the column shifter gives it a bit of nostalgia and leaves room elsewhere, plus mine just seems more roomy with the bench seat. But again, to each their own.
As for what you've already done. I know LED/HID headlights seem cool and all, but even properly aimed they can easily screw with other driver's eyes. I don't wish you to be in a car you don't like living with, but I've got more than a half million miles under my belt in the last ten years or so. Please...keep this in mind. Halogen can help you see just fine, and isn't nearly as hard on the eyes. Though there is some kind of "standard" light that isn't LED/HID, more of a white halogen as opposed to the standard yellow, not my favorite idea but could give you more the look you want without blinding folks. Just something to maybe think about, if you get the notion.
Radio, I've found the stock unit to be ample despite its lack of an auxiliary cord. There's tape adapters available for that sort of thing, so I can still use my phone for Pandora radio if I want. Plus the stock radio, if you follow the instructions in the owner's manual, allows you to set the car up so the door locks don't operate every time you take the shifter in/out of "park".
Wood interior trim seems a bit much for a Chevy, but again, to each their own.
Window tint, there's probably custom shops near you that do this, if you really want it. I know one or two in Grand Rapids, Michigan, but of course have no idea how close or far you are from that area. I myself have found that window tint cuts down a bit on visibility, and doesn't help me verify whether there's already somebody in my car as I approach it, so I don't tend towards it myself.
Wheels, you can probably ask about at Discount Tire and get a test fit, or check at the TireRack website, which I believe is the one that previews the wheels on your vehicle using a computer model. Or you can go to the websites of the wheel manufacturers themselves. Centerline, 5zigen, BBS, American Racing, Enkei, etc. Best to make sure of the lug pattern first though, I admit I don't know it for the Impala myself.
Gauges, no idea.
Exhaust stuff, I'm looking at this one myself. Can't speak for you as to whether you'd like it. https://www.magnaflow.com/products/1...s?aces=6562658
Thermostat idk, ECU the only two places I can think of to ask are Road Race Motorsports and HP Tuners.
For the intake, this is the only such full CAI system K&N has in their system for my 2003 3.8L. Should fit yours too, though best to double check in their system if you have the 3.4L. https://www.knfilters.com/cold-air-i...-intake-system
Rear gear upgrade....you looking for a different horsepower/torque ratio when you put it in reverse? These things don't have a rear diff, so idk what you mean exactly there, not that I'm likely to know how to help if I did know what you meant.
Black grille, if you're talking about the factory black plastic unit, then again, either junkyard or dealer. Or plastidip, or Rust-Oleum, or Rhino-Liner.....
Throttle body, I've heard RockAuto has good prices on OEM parts for just about anything, and throttle bodies on the Jeep Patriot are pretty common from what I hear. Not sure about the Impala. If you wanna go aftermarket, RockAuto might have what you want, but a custom modification shop might be a better bet. Maybe Autozone or Auto Value, or O'Reillys.
EGR....I'm gonna guess that's one of the computer or exhaust parts for emissions, and not even try to help because I got no further idea what to say about it.