So far the only mods that I have done have been to add a Front Tower Brace, PowerSlot Rotors, Performance Friction Metallic Pads, 1993 Protege 14" Alloys (not pictured, yet =8) ), and Yokahama AVS ES100 (summer)/AVID H4S (winter).
I have to say that the Yokahama AVS ES100s [tirerack.com] were amazing. They stuck no matter what and when they start making noise it is about to be too late. But amazingly, that didn't happen that often even though I knew that I was pushing the stock shocks, bushing, and springs, et al.
Fortunately when the tires give, the stock setup is very predictable and the understeer is progressive. The car can get a little squirrelly when trying to compensate with throttle input, but I think that is because of the front strut tower brace. I read in a forum somewhere on the web that somebody had noticed more rear end oversteer/sloppiness after installing a front strut tower brace. I think the recommendation that was posted was to stiffen the rear up by adding a strut tower brace and larger anti-roll bar. So my next suspension upgrades are going to be rear tower brace and larger anti-roll bar.
I thought about stiffer suspension bushings, but wasn't that interested in doing that for this vehicle. It is a daily driver and would make the drive a bit rough. I have four KYB GR2 shocks (front/rear) that I got from Alamoautosports [alamoautosports.com] sitting on the floor of my apartment ready to go; I need to get upper strut mounts, strut bellows, and strut bumpers. Installing these and the bigger roll bar and rear tower brace are probably going to be the extent of the modifications that I would make to this vehicle in terms of suspension.
For the brakes, I'd like to switch over to stainless steel braided brake lines and rebuild the front calipers, as well as, the rear wheel cylinders (DX model is rear drum =8( ). Of course, I will replace all the supporting brake hardware at the wheels, e.g., clips, springs, anti-rattle shields, etc. The ultimate pie-in-sky thing to do would be to get two-piece rotors. I've seen them before for a Porsche 924 I used to own. I think the rotor hat was made of cadmium and the disc was either made of steel or titanium alloy or something. Super awesome. Think of the drop in rotating mass! Lighter turn in, quicker acceleration, more responsive suspension...Oh man! Alas, they were very pricey items. If I were to do that I would probably do it on a 16V DOHC Turbocharged model or a 323 GTX.
One must be careful when ordering brake pads for this vehicle. I ordered Powerslot [powerslot.com] Slotted Front Rotors and a set of Metal Master pads (from different vendors). Unfortunately, the outside pad's backing plate was too large - think rubbing against the rotor hat! If this only happened once I would have probably shrugged it off, but three times now I have received pads where the backing plates are too large. I have kept one of the sets of old pads so that I can measure the backing plate against any new pads I get.
In the same vein as the lighter brake hardware, I would like to get a 15" two or three piece wheel to drop some additional mass, but have not had to opportunity to weigh my current setup. I need to do that so I can get a baseline. No sense in spending upwards of 1K for a set wheels that only way a grams lighter. Cost/Benefit ratio would be too high. I'd rather do that on a car that got more oomph and less mass.
As far as internals go, the seats are okay for what they were designed for, but I would really like to something that is more supportive. Steering wheel is okay, although if you had one for some time you may want to check out the horn contact pad under the steering wheel cover.
It is basically a piece of foam sandwiched between two metal (steel???) plates. Kudos to the Mazda engineer(s) that thought this up or knew to borrow the design. It works very well and I imagine that the production cost must have been close to nothing. But engineering is always a compromise and this one can be a problem. After some time (eleven years for me) the foam will deteriorate and lose its "sponginess". Well, you can guess what happens after that fateful press of the horn. BBBEEEEEEPPPPP...!!!