AC
Will not cause CEL. Weight reduction is minimal, refrigerant should be evacuated responsibly (not vented to atmosphere), complete removal requires removal of dashboard to get evaporator out, which then requires replacement with *something* if you wish to preserve heater function as it leaves a giant hole in the side of the HVAC system. As was also mentioned, you will need to buy or fabricate the spacer going between the engine block and halfshaft mount. This will also make your car less attractive to a future buyer who isn't looking for a beat-ass, 4-door DSM.
The performance gains associated with AC delete - engine load, weight reductions - are minimal at best. You get 90% of the benefits from simply removing the belt. Unless you're stripping the shell and caging this thing because race car (because you race it more than three or four times a year), you really shouldn't bother.
ABS
Will not cause CEL, but has its own warning light. I want to say the ECU's only involvement in the ABS system is regulating its power supply. ABS light is likely triggered by a separate control box, but I can't say for sure. It's not a question of simply turning it off. You have to either remove or isolate the ABS unit behind the LF headlight.
A couple ways to do this: Take a sawzall to the hard brake lines under your hood. The idea here is to have a T-fitting on each of the lines coming off the master cylinder which then connect to the front and rear brake lines, respectively. Keep in mind, this is ghetto as f***, but it works. Daily drove 195/2000 for about a year like this without a problem - even raced on it out in the desert.
For the record, I've since cut those lines and thrown them away, pending the RIGHT way to do it, which is to source the non-ABS lines and proportioning valve from another vehicle. When the car goes back together, I will either use these bits or swap in a different master cylinder altogether and re-plumb the entire thing from scratch. Good brakes are more important than power.
CRUISE
Will not cause CEL. Disabling cruise is as easy as pulling the little rubber nipple out of your clutch pedal. It's about an inch above the footpad and engages a switch. Without that little rubber deal, CC will not work. (You can also fix your CC by taping or gluing a coin over the hole that plug filled.) Again, this is a mod which will make your car less valuable to anyone looking to buy something more than a "4-door DSM." You will still have the CC controls on your steering column, but they will do nothing. Which is lame if it's not a true race car.
Proper deletion involves yanking out the CC bits over on the passenger side of the firewall under the hood and running a new, non-cruise throttle cable from the pedal to the throttle body.
YMMV
I can understand the ABS delete, as it's an early system subject to failure and an unnecessary complication of the brake system, but the other two are just "mods" I laugh at when I see them lauded as performance modifications. If you're going to keep this car forever and race the ever-loving sh*t out of it, then by all means - go right ahead - but don't expect to one day be able to sell it for more than about $1000 after you've parted it out in your driveway.
Simply put, your car is worth more with AC and CC than without - even if neither actually works. It is easier to fix these systems than to re-install them.
Good luck either way.