What Next?
#2
clear corners, lowering springs, window tint....etc...lots of stuff you can do...but only you can know what direction you want to go, since it is your car and you have to drive it, not us.
#4
still, its up to you where you want to go with it. If you have a MT, the axial flow short shifter is a must. Front and rear sways too. As far as engine mods, there isn't much you can do that will yield much HP. Catless midpipe and Cobb AcessPort from MazdaManiac will do the most other than some form of forced induction