Convert Mountain Bike to Road or Commuter Bike?

Alright I have a NEXT Power X Mountain Bike and I find that I am riding down the road much more than in the woods or off road. I have heard that putting slicks on is about all I can do. I am curious if maybe a bigger rim could fit, or larger sprocket for increased speed. Also I want to know about fenders to reduce getting hit my serious gravel/ mud and even some kind of rear bag or basket above the rear wheel to carry stuff. This would be instead of a backpack or sling bag. Any kind of advice helps.