WRT to your long post above, I have a long post of my own!
I run Rotella 5w40 in Albuquerque, NM, but I only have 30k on the bottom end. Be aware the oil pressure gauge on these cars is fictional, just like the boost/vac gauge and coolant temp gauge.
The typical thing to do with the stud on the end of the air filter is to make a hole on the back of the splash shield (which should spare you the buffetting nonsense that people run into with cone filters). Alternately, you can do the "flower pot mod", where you cut a loose-ish fitting plastic flower pot from Home Depot in two (saving the entire bottom), put the shield side down, and the open side toward the nose panel. The soot with a JWT tune is normal. When you look at the AFR table in how ever you decide to view it, you'll see that, pretty much as soon as the loads indicate boost, it heads straight to 10.5:1. JWT also bypasses the stock 4-map setup (an AFR table for: regular operation gears 1-4, knock detected operation gears 1-4, regular operation gear 5, and knock detected operation gear 5) and just duplicates the table 4x over. It's not great, but for chip tuning, it's close to as good as you're going to get. You can get by altering the k and take-off parameters for bigger fuel injectors, but eventually you'll want to go full standalone (Maxx, Link, ECUMaster, etc), or "sorta-standalone" (nistune).
In terms of poor idle quality, there are a few ways to approach it.
First, a power balance test, where you unplug one coil at a time until you find the cylinder that's being dicky. Then swap the coil from that cylinder to a different cylinder and see if the misfire follows.
Second, it's a MAF car, so supremely sensitive to vacuum leaks, and there is about 40 feet of linear tube with numerous joints that can/will leak with age. The soft rubber junction between the two intake tracts (where that single filter and MAF hang off of) is the right size for a 3" PVC pipe cap with the threads sanded off, and a quick-connect air fitting put in. That'll allow you to pressurize the intake (stick with 5-8PSI) and find any leaks up to the throttlebodies.
Third, you need to check the vacuum system behind the throttlebodies. It's a mess. An '89-'92 will have AIVs (an air valve to light the cats off at startup), '93+ don't have those. The balance tube (the black set of pipes that join the two banks on the back of the plenum) is O-ringed, and the usual replacement job people do ends up with O-rings that are way too thick, so get a set of OE Nissan ones then measure them and use those measurements to replace them down the line. The rest of it is pretty much the same as this diagram:
The usual way is applicable here - unplug each vacuum line from the source, hook it up to your handheld vacuum pump, and see how long it takes to bleed down after a couple pumps. Also, put a catch container between the FPR and the fuel damper and your pump, because the diaphragms in them is known to degrade when fed ethanol oxygenated fuels. Not in that diagram are the brake and clutch master cylinder boosters (yeah, the clutch has vacuum assist, no, it's not very good).
Eventually, you want to simplify the whole thing so that it looks more like this:
If you're feeling particularly froggy, you can dump the FPR and damper for a larger diaphragm FPR. I used a Tomei Type L. The usual way people find out the stock units are bad is discovering that the vacuum system has started sucking raw fuel down the balance tube through the ripped diaphragms.
Finally, '89-'94 use pintle-style fuel injectors that aren't very well sealed, and tend to corrode away until they just stop working. You can check operation by checking resistance on each solenoid coil (they should all be 12-14 ohms). If you want to stick with the side-feed injectors, convert to the later model's pintle-less fuel injectors, and get the adapter kit. These don't fail. I like doing business with AUS Injection for rebuilt fuel injectors. They also sell some pretty high-flow stuff if you start to go down that path. Keep in mind, JWT tunes all run the stock 370CC/min injectors up to about 95% duty cycle.
Useful links:
FSM
Z32 Wiki at CZP
I can't get to it, but Damon's tutorials at twinturbo.net (in the tech section) are invaluable.