Having done this conversion recently some traps for new players:
XG, XH and XF are all different in terms of radiators. Sizing mounting points are all different. XG rad mounts do bolt through the rad support into the XF mount holes. The bottom rad support is miles different. XG radiators do not have provision for the ubiquitous Eseries overflow bottle.
I went and put an EF radiator in mine, had to make custom mounts top and bottom. Had to space out and modify the receiver dryer to sit forward a bit more and chop quite a bit of steel on the support panel to make it fit. The E-series radiator is just that much wider. It also has to be balanced against the location of the coolant overflow bottle too, which on my car was helped by relocating the battery. Because mine is mounted forward a bit the au hose was just simply chopped down.
XG mount plates and regular XF/EA/ED engine mounts are all you need to make it physically fit. Yes, it will be a bit tight in terms of spacing around the alternator but it will be fine. Balancer will clear an XF front crossmember too.
Regular e series top hose and XG bottom hose. Be prepared to trim them a little depending on the radiator you use.
For air con - crib the fittings TX valve, pipes etc from an XG. Cut the hoses and mount to an AU metal mount on the compressor.
Wiring - largely standard ford colour scheme runs across the XF to AU. I hid quite a bit of it and ran it back inside the car, across the dash. Engine loom will largely be easy, but you will need to interface
Red switched power feed (ignition switch)
Yellow Black Keep Alive Memory (constant 12V)
HEGO switched relay - Au's run a 4 wire hego - so sensor 12V, and two grounds run back to the ECU. 12V relay for the heater comes in from the main loom
Speedo - white wire will need to feed back to the computer
Red black reverse switch back to the main loom (this is the 8 wire plug that normally carries speedo, rpm, oil etc)
RPM (pink blue)
Air con - Run the blue wire from the dash around to the opposite side of the car. The two wires that run to the low pressure switch need to be connected to the XG TX valve assembly (or you can run the xf stuff with custom piping). A seperate aircon wire will need to go to the ECU for ac demand.
Fan relay controllers.
Starter relay - its really complex so I bypassed it and ran the starter wire through to the Au ecu loom. Au's run the starter wire through the transmission neutral start switch, smart lock, then the ecu which signals the starter relay. So in effect the ecu doesn't make this call now the motor is switched on in the standard way.
If you run the EF hose pipe assembly you will need to modify to fit around the strut tower. This was made easier for me as I drilled and tapped the strut brace (Castlemaine rod shop brought) to assist.
Get the rod ship lower stabiliser bar, life is just so much easier than cutting and shutting sumps.
If you can get the au bell housing do it, its not strictly necessary but I managed to find one, to mount the xf t5 on the back of. (so its got a lower first than a e series t5).
Headers will land in a slightly different spot but e series stuff will help you out in a pinch
Power steering lines - XG is metric and XF imperial on the fittings. You will have to swap fittings to adapt to a e series power steering pump. I used XG hoses and fittings, and swapped the xf fitting onto the pipe.