My parts are coming in later this week so I have a couple of install questions. First, does pre-loading mean to use a spring compressor before the springs are installed? Also, is there any other mod I should do while I have the wheels and suspension off. Sway bars?

 

No.
Preloading means that you tighten up the lower control arm bolts with the arm in ride height position. This prevents the rubber bushings from being stressed and causing your height to be off. You can accomplish this by jacking the lower control arm into position if your car is on a lift or on jack stands or by tightening the bolts with the car on it's wheels.

Yes, do sway bars too

 

With the sway bars will I need the sway bar end links?

 

upgraded front links may be a good idea