To start with, I've looked around and I haven't been able to find anyone who has talked about this before.
To start, I have an 03 Mitsubishi Montero Limited. I've looked at some of the "Higher end" Monteros and have seen things such as heated seats, sunroof, the compass and other misc things. My question is, how difficult is it to add in those changes, and for someone who is not well versed in Montero's were there any differences between the different trims? I ask this because I have recently added in foglights to my montero (did not have the stock) and I found that there was a harness to plug in the fog lights too already built in. This makes me wonder if there are other things in the montero that I can simple "plug and play" like I did there (I did need to install a switch into my right vent trim piece but as far as aftermarket mods go it was fairly simple.)

I'm mostly interested in adding in heated seats, and the compass display (I don't know the technical term, if somebody could tell me what it is called that would be great). However, if there are any other differences I have not yet seen I would be very interested to hear about them. So far my Montero has been one of my favorite cars I've driven so far and I'd always be open to furthering that experience

 

It is very common for manufacturers to use a single type of harness tba allows for various optional configurations. It's cheaper to usevfew extra meters of direction to have several distinct varietirsvof entire harness
What options you might be able to add? Don't know. Probably all of them if you find all end connectors and add whatever control pieces that are needed.
As far as your fog lights installation go - did you run it through a relay? It is best to do that rather than directly through the switch.

 

Yeah, I did run it through a relay. I found a Montero sitting in a junkyard, and to get the fog lights working I took the following:

-Wiring between lamps and connector
-Fog Lamps
-Relay
-Switch for interior

There was a spot that was used for the OEM relay for the fog lights, so it was as simple as plugging everything into it's correct spot.