I believe in keeping it Ford. The 351W is probably the easiest and most straight forward swap. The Windsor will bolt directly to the Cleveland ZF/bellhousing, so the swap doesn't require an adaptor. Others who have done it can provide specifics about custom headers, water tubes, etc. I think our vendors carry everything you need.
As far as the Ford cammers limited availability, I believe the Jag XJ8's and XK8's carry largely the same engine. Do a little research, but I think you could easily use one of the Jag V8's and do the conversion just like any of the Ford cammer conversions.
Several BMW V8 conversions have been done to Panteras over there too. Check out my website for some videos of these cars.
http://www.banzairunnerpantera.com/movie_dtinfilm.htmI don't know anything about the Audi engine, but if you have one with a gearbox, and it fits the Pantera engine bay, I'm sure you could fab the necessary engine mounts and exhaust.
And, to avoid those outrageous fuel costs, how about an Electric conversion. The Tesla Roadster does 0-60 in 4 seconds and has a range of 250 miles. You could get a range of over 100 miles with a conversion. And, we haven't seen that in a Pantera, yet. Then you wouldn't need to worry about Windsor, Cleveland, Jag, Audi engines and components. No oil to change, no starters to replace, no headers to fab, no LPG tanks or carburetors to mess with, no valves to adjust. Just kidding.
Keep us posted on whatever you decide.