I did the Tokico Illumina's and Eibach Pro Kit on my 02 ES and I'm very satisfied with them. The drop was I believe 1.8 rear and 1.6 in the front, but I'm sure it dropped it more than that. As far as the springs go, everyone is right, save the money up for a alignment. If you go to Firestone, they do a lifetime alignment for like 130$, thats what I did, and its for the lifetime of the car so you are good for a long long time and save yourself the money in the long run.
If you are wanting to go fast in a protege, keep praying or take out a loan, cuz it wont happen unless you drop some cash.
I just did a cheap Ebay header (same specs as the OBX one) 2.5in header-back exhaust O2 sensor/plug non fouler mod, AEM short ram intake (don't wanna risk sucking up water) with a ebay $20 fart can. I haven't noticed a lot of difference. I've done other things to the car but mainly suspension stuff. AWR 21.5mm rear sway bar with the adj. endlinks ( which are junk by the way, I broke a set the first week the bar was on lol) B&M short shifter, Kartboy shifter bushing. 10mm Nology plug wires, Denso Iridium plugs. There is more but I can't think of it right now, its late here in Afghanistan lol.