It depends on how far you're willing to go and how much you're willing to spend. You can always increase your horsepower output with aftermarket parts (conservative power gains come from things like cold air intakes exhaust systems). Basically, you can change out mechanical parts to net some horsepower gains. However, lightness can also benefit you in terms of performance.
CorkSport is a good outlet for Mazda aftermarket parts, and I'm sure they have parts available for the 2.0 SkyActiv engine. You might not want to get too crazy with modifications if you're worried about voiding the warranty