I think there could be a gray area when it comes to changing the outside diameter of the tire and it changes the odometer reading. I don't know that this is illegal, but when selling a car you have to certify the odometer is correct.
That's just about wheel/tire size. At least in NY, it is illegal to modify the suspension height at all. either lifting or lowering. It's kind of winked at for the most part, but if you get pulled over for speeding, you could get an extra ticket.
As far as lighting, I'm not sure what you mean. The lights do have to be at a certain height, and probably have to be a certain brightness, but as far as switching to aftermarket LED bulbs or something, I don't think it's a legal issue (though on modern cars it might cause a software issue).
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