Welcome aboard, LLADNAR!! Congrats on the new-to-you ride as well.
You're right. It's a shame that Mazda has not found a way to get a little more power from the 2.3L. And bolt-ons will get you virtually no where. I'm sure there's more there to be had, but the electronics will fight you at every virtual turn.
If you want the power a turbo is the only way to go. But you CAN improve handling and braking w/o too much trouble, so that once you get to speed, you won't have to slow down as much for the twisties!!
I have discovered just how much a set of good quality tires can do for this chassis. Lighter wheels also help.
You can add bigger sway bars that will help a lot. If you don;t mind a bumpier ride, lowering springs and sport shocks would be the next step, followed by coilovers.
For brakes, a good set of rotors (crossdrilled and slotted not necessary) either a set of EBC or Hawk pads will help slow you down a bit faster. I like the EBC's I installed in my car.