Client-side Modifications
Client-side modifications are changes to the way your local computer renders and plays City of Heroes. You cannot change the way the game mechanics function (IE: You cannot make yourself do triple damage or become invincible), but you can change the way certain things look or sound.
The way this works is if you explore your City of Heroes directory (Referred to as COH_DIR from now on), there's a directory named "piggs". Each of the files with .pigg extension are collections of files. They contain textures, models, sound effects and so on. However, your City of Heroes client will check to see if those files are "replaced" before using the version in the appropriate .pigg file.
A file (texture, model, sound, etc) is replaced by putting a file with the right name in the right place.
Zone Maps
One of the major changes is to replace your in-game maps. Shops, villain types and level ranges, Task Force contacts and more are all displayed in the map window. To download and install these maps, the authoritative site is Vidiotmaps. Click "Check Mapping Status or Download Maps" and download "all_ingame.exe". Run the .EXE and restart City of Heroes.
Sounds
You can replace any sound effect in the game with one of your own choosing. The primary reason for this is to silence annoying looping sound effects like Targetting Drone or Super Speed.