Without Boost, and without messing with the internals of the engine, you are not going to be a killer on the streets. It is this way with all 4 cylinder cars, not just Mazdas.
4 Cyl. engines aren't like V8s. You can open up a V8 and actually gain 30 plus HP with a set of Long Tube headers, a good exhaust, and a good intake.
Intake and exhaust will help a bit, but if you had earplugs on and drove 2 seperate P5s, both entirely stock, but one with intake and exhaust, you wouldn't feel the difference.
Also, 4 cylinder cars are difficult to get to go fast if they are automatic because the power is on the top end of the RPM range, which is tough to get to with a slush box. (My Mustang is a "top end" type of 302, and it still makes a decent ammount of power under 4000 rpm).
To make a long story short - Don't dump too much into the engine mods. You honestly won't go that fast.