mugen of honda = mazdaspeed of mazda
spoon of honda = autoexe of mazda kinda....
Mazdaspeed really doesn't make much for the protege unfortunately. What they do make, is hard to get ahold of, or now discontinued. They do make a ton of stuff for the rotory powered mazdas, as they should though.
DG motorsports stuff is overpriced. If you want a hood, go with Fiber Images. Unfortunately, for other accessories, DGM is the only way to go, and you get their nice logo on everything.
The thing about the autoexe lip is, only a handfew have the real one. So you could be different, and actually rock the real thing.
For your money, I'd go with this stuff....
Our brakes are pretty good from the factory, Id just add some x-drilled rotors or brembro blanks, Hawk Pads, and some SS lines. That should be more than enough for street driving, and good enough for some track days.
Coilovers, right now the best bang for your buck are the JIC Flt-1a system. Being a former honda follower and a lover of mugen Im sure you hang out on honda-tech, and JIC has a big following there. Their suspension stuff owns. period, and the flt-1a are the higher end, but more streetable version of their full coilover kit. We currently are doing a gb on them too... shameless plug...
http://mazdamp3.com/vbb230/showthread.php?s=&threadid=42733
For other suspension needs
www.awrracing.com makes rear swaybars that are high quality. Other companies are making some chassis braces, but I think those are still in the R&D mode, aside from the AutoExE ones.
Tell me what you want, and I can tell you the high quality parts that fit your needs.