I know you have a budget, but why bother with crappy aftermarket wheels (because your budget only allows you to access the garbage layer of wheels) when you can get much higher quality OEM wheels from late model Mazda 3/6, Mazda RX8, Acura TSX, Acura RSX, Acura TL, Lexus IS - with plenty of choices in 16" and 17" and you can get a set for under $200.
TIRES are the most important thing. I've been buying tires for decades and most people don't understand how important a quality tire is to the feel and performance of their car. As a general rule, this Protege5 is a tremendously nimble and fun car to drive due to A) the suspension B) the tire choice. If you live in a warmer area (CA, AZ, TX, FL), a great tire is the Hancook Ventus V2. If you live anywhere else and need better performance in wet or cold weather, a great tire for this car is the Continental DWS-06 (I have them on my P5 and MSP).