they both have the same aftermarket backing. Both great cars in my opinion....not super fast but handles great. A mp3 is NA while a mazdaspeed in boosted. Just depends if you want a turbo or not!
If you want a lot of power +300whp then get a regular protege cause you'll be changing everything anyway. If you're looking for 250whp or less than get the MSP cause only a few things will need to be changed. Both will need EMS