You absolutely CAN NOT keep the MP3 ECU as it has advanced timing to gain you as much NA power. You want to retard the timing for turbo applications.
If you use the MSP ECU, you certainly do not need a piggy back of any sort. However, the MSP ECU is programmed to be super rich.. which is safe, but you lose a of power. That's where the SS AFC comes in as one of the best piggy backs to use as it is most user friendly and works very well with the Protege ECUs, and allows you to offset the super rich factory tune.
As far as gauges go I would recommend a quality brand such as AutoMeter, DEFi, or AEM. Prosports are very common in the Protege community because they match the interior lights very well, but their quality is garbage. I have them, and they suck.. the senders break all the time, and the readings are not very accurate.