Sorry at times the board can be rather slow on respones; sorry.
Basic tuning:
First it would be helpful to consider just what path you plan on taking. By this I mean are you pursueing a "dragster" or road course carver.
Course the basics which can be apply to both are intake, exhaust, springs/struts, and upgraded sway bars.
Now the intake has been known to void warrentys at picky dealerships, which is a crock. Intake should not void a entire warrenty as there is a law that basically says: Aftermarket parts that do not directly affect the failed part shall not void the warrenty on that part. So intake shouldnt affect the tranny etc.
Course you could also keep your stock box handy and when going to the dealership just swap the old box in there.
Exhaust. Many many choices, or you can spend the extra and get the Mazdaspeed one. Its a axle back so its not a full exhuast, but looks nice and gives it a nice growl. If possible do not let the dealer install this. It is super easy even for a beginner, plus gives you learning experiance on your car.
Springs/struts. These are also easy plus many around besides the Mazdaspeed. Might take alittle more installation skill to successfully complete it. However with proper instructions and tools its not to diffuclt if you take your time.
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Unfortunely to get any real power gains you are going to have to spend more than commonly found on other cars.
But power is not the strong side of the cars design. Its designed in my opinion to race on road courses. Where lots of power is not always a strong point.