Here are some of tested and suggested mods for Colin McRae Rally 2005. If you have more that you'd like to share here is the exact place. Note. It is better to test each mod with gog installer first before you add new one to this topic.
1. CMR Extraction Tools
Here is everything you need to extract textures and car models from CMR4 and CMR2005.
http://www.colinmcrae.110mb.com/CMR4_and_2005_Extraction_Tools.zip
2. Group B Mod
Improves Group B cars in the game.
http://www.bhmotorsports.com/download/15479
3. CMR No Name and Flag
Removes Names and Flags from car windows.
http://www.colinmcrae.110mb.com/No_name_and_flag_on_windows_car_cmr5.zip
4. All Access Option File
Unlocks Everything in game.
http://www.bhmotorsports.com/download/7621
5. CMR 2005 Crash Fix
Car setup menu caused by some language file to crash, this mod solves that.
http://www.bhmotorsports.com/download/10981