I just sold my 94 DX in April 2003. I had a shitload of parts on it. Most of which I bought from
www.Corksport.com, Mazda, I listed the manufacturer with the parts I had just as a reference.
BTW, there are no headers for the 1.8L SOHC.
Here's what I was able to get for the car:
*Unorthodox Racing - underdrive pulley from a 1.6L Miata
*Mazda - 94 Protege LX front sway bar
*Suspension Techniques 3/4 in rear sway bar
*H&R Springs (MX3 V6 springs) 1.4 drop front/1.3 drop rear
*Evotec (Canada) - Front/Rear strut tower bars
*Tokico - Blue HP struts
*Catco - high-flow cat and custom 2 1/4 cat back
*Intake - MAF adapter with K&N cone filter. Adapters on Ebay
*Brembo - Cross drilled OEM sized rotors
*Goodridge stainless steel brake lines
*2000 Protege ES wheels with 205-50-15 Kumho Ecstas
*Magnecor 8.5mm wires
*Mazdaspeed strut mounts
Hopefully, this will give you a good idea what is available and who makes it. Pic of my car below, just for fun.