New ECU?
 

As far as I understand the AT 8's ECU box also controls the transmission. So, it would be a very bad idea to use an aftermarket ECU normally designed for the MT car? And, can anyone recommend a good ECU for an AT 8? I've had HKS recommended but it's rather pricey!

Any standalone is going to retain the stock ecu for controlling things such as the transmission. The standalone will just take over fuel and ignition control, and possibly intake manifold valve control. Most of these ecus are going to be rather expensive. The cheapest I've seen was the Interceptor-x. Check out the Megasquirt thread by Brillo and Rotarygod, that will be the cheapest standalone route once they're finished adapting it to the 8. Usually, with ecus you'll get what you pay for, up to a point. The Megasquirt won't yet have as fine of control as the more expensive ones, but it's more of an open source solution and people are constantly working on upgrades and tweaks. The Motec units are very nice also, but a bit pricey as well.

Your other option is a piggyback ecu like the e-manage or safc. Some people have no issues with them, while others are often tweaking the settings. Luck of the draw with them in my opinion.

Is this for naturally aspirated tuning or FI?

^i don't think SAFC2 will work on rx8 YET....u can try it t hook it up.. but since the ECU is inside the engine bay.. i don't think those wires will long enough OR big enough to get through the firewall

Wiring is a non-issue. It is the lack of direct injection/ignition control that makes it useless.
All the S-AFC does is modify the AFM signal and the RX-8 PCM doesn't like that a whole lot.