Japanparts.com (you might need to call them several times and ask for stuff, maybe you'll get a discount of some sorts, because their prices are pretty high)
Any AutoExe dealer? (you gotta love the under car braces these guys are selling)
And also Yahoo acutions Japan, you can find a bunch of stuff for the Demio there, and most of them from high rep dealers...
You can also try looking up a Cusco or JUN dealer, these guys have clutches and flywheels for the little Demio (a little pricey but well worth the effort).
For the coilovers you might wanna throw away some more money and get the H&Rs, don't know if the 2 or 3 Japanese manufacturers of coil overs (that I found on Yahoo auctions) come close to H&R's build quality and overall ride...
Other than that... just a little advice: do not change the intake on the car (if possible), you'll get dust particles in the engine and it might cause deposits on the valves and on the cylinder heads... not a good thing at all. If there's any intake solution that I see as reliable, it is a sport panel filter that you can clean and oil every 3000km.
Hope this helps...