Hey
Protege5cam! Welcome to the forum! You are certainly not alone in your love of the P5. Every time I drive mine, I am reminded of all the things that caused me to specifically buy a P5, and pleasing other people was not one of them. Don't bother with what people say, all of us on here know why we love our cars.
What kind of "build" are you going for here? What's the budget? What's your level of experience? Are you just looking to scratch that modding itch, or are you trying to meet a goal for performance/driving experience/condition/aesthetics/etc.?
There are loads of great resources on this forum for you to browse for inspiration. I always enjoy reading through the old build threads. I would encourage you to take a look around and ask more questions when you find something that interests you. I used to spend a ton of time searching and browsing on here, and I made a huge bookmarks folder with everything I thought was useful. I've thrown a spattering of those resources below for you to browse:
Mods:
https://mazdas247.com/forum/t/beginners-guide-to-modifying-a-protege5.123827516/
https://mazdas247.com/forum/t/protege5-mods-on-a-budget.123821547/
https://mazdas247.com/forum/t/mods-on-the-cheap.123696530/
https://mazdas247.com/forum/t/what-...he-community-for-building-your-car.123869679/
https://mazdas247.com/forum/t/you-know-what-needs-to-be-a-sticky.123855397/
https://mazdas247.com/forum/t/official-p5-wheel-thread.79658/
https://mazdas247.com/forum/t/mp3-ecu-swap-questions.123824821/page-3
Resources:
https://mazdas247.com/forum/t/mazda-how-to-quick-links.123715657/
http://www.themazdaforum.com/showthread.php/31-ABC-s-of-3rd-Gen-(-99-03)-Protege-Street-Suspension
http://www.floptical.net/mazda/service_web/
http://www.floptical.net/mazda/
http://www.protegefaq.net/
Build threads (of course also check out some of the more recent ones too!)
https://mazdas247.com/forum/t/defunct-the-college-budget-p5.123863154/
https://mazdas247.com/forum/t/college-student-first-car-build.123864363/
Two more things if you care to hear my opinion (I certainly don't blame you if not
):
Unless this is your track toy/weekend car, I think it's always important to deal with maintenance and repairs before mods, so that you are starting with a clean slate. This isn't always feasible in the real world, but it's a good goal to reach for (in my opinion).
It is my personal opinion that with big budget mods, the most financially responsible thing to do is to find a better platform to start with. As an example, from a strictly logical point of view, a $3k P5 with $7k in mods does not necessarily equate to the experience you could get with a $10k sports car. With that said, modifying cars is often an emotional experience, and the P5 is a fantastic car when it comes to raw feel and emotion in the driving experience. I do not fault you in any way for wanting to modify it. My primary advice here would be to keep your eyes open and don't turn down the opportunity to experience other brands/models/platforms if you are given the chance.
Best of luck!