I get the sense that you don't have much experience with do-it-yourself auto repairs, so my response is shaded towards having someone else do it:

Tune-up: Most Volvo dealers ain't much interested in servicing 15+ year old Volvos. They may be able to suggest a trustworthy, independent shop that knows Volvos. Look for other folks driving one of these cars and ask where they get their work done. I agree with what's been said about $19.95 "specials."

Shocks: The KYB brand is the cheapest respectable brand. Boge and Tokico are a step up in quality/performance and have lifetime warranty.

Exhaust: Get it done at the independent shop you found for the tune-up. Volvo dealers sell a rear muffler (the one that runs across the back of the car) with a lifetime warranty for not much more than an aftermarket part. They'll give you a new one, but not the labor, if it's installed by an independent (just don't loose the paperwork!)

Fuses: check the Brickboard archieves for information on 240 fuse box maintenance. This one you can do yourself!

Hope this helps.