STOP!
Take out your wallet, throw your: debit card, credit card, and any cash you have in there into the toilet, because that is effectively what you are doing attempting to make the Protege faster. Yes, there are people putting out awesome numbers, yes, it is possible to make the Protege faster, but it takes quite a bit of money, and in most cases boost, to do so.
http://www.mazdas247.com/forum/showthread.php?t=123681990
That thread is full of people trying to make the Protege faster without boost, some have made strides, but not many.
Don't get me wrong, the Protege is a great car. However different cars respond differently to modification, the Protege responds like a champion to suspension modifications, not so much to horsepower mods. With a whole host of bolt ons, you would be lucky to make twenty additional horsepower. Not trying to burst your bubble here, just giving you straight facts. There are many things that are holding the Protege back, namely the poor intake and head design, it is just plain restrictive. So in response to your question, quick easy ways to produce horsepower, there aren't really any. My advice to you would be to invest in a set of Tokico Illumina struts and (insert brand here) lowering springs, people's opinions vary here, but Tein and Racingbeat come to mind. A rear swaybar will also make your car much more fun.