Remember that the horsepower mentioned above don't "stack" neatly like that. The headers compliment a downstream exhaust, and the pulleys remove parasitic loss, much like a lightweight flywheel would; Lower inertial mass. And lightweight wheels do the same, too.
Pulleys/taking weight off the drive train is a good place to start. Header, intake, and exhaust are a good, too. =) If you really want a substantial gain, you're looking into the higher dollar amounts, but still not too bad. The Protege, while not powerful, is surprisingly inexpensive, parts-wise.