Actually one of the beauties of this car is that there's not a real "need" to upgrade much - the factory got it about right! Only things it "needs" are personalization items or preferences - shift knobs, etc. Oh - don't forget the DaveB gauge rings...
The suspension is pretty well sorted (save for the clunk issue) the engine pulls well (well, when the hesitation issues isn't there, and even then it's still fun). A CAI may help, hardpiping may help, but both are pretty minor, really. Boost controller? Well, I like my 4-year 50k warranty, thanks.
The seats would be the first place I'd start with "real" upgrades - I'd go the matching Sparco Milanos and have 'em either redone or accented with orange stitching (yah, when my ship comes in...).
Turbo timers are a good idea on any turbo.
The standard synthetic fluids and tire upgrade when you wear the stockers out (though the tires are pretty OK, actually *very* OK considering they came from Mazda that way).
Headlights are good, decent beam pattern for DOT lights, but a bulb upgrade isn't out of the question - to a "good" bulb, not a cheapie coated HID wannabe. Hella 55/100 oughta be about right, with a relay on the highs...
Trailer hitch for a bike rack...
That's about it for me... but I definitely wouldn't mind if Mazda flashed my ECU for a little more power and better drivability...
I've already got one ticket trying to show off, I don't need anymore...
