i would invest in a die grinder and mildly port the intake runners and exhaust. and get some original mazda seals. ill be watching this post it should be good

 

Check and change the calipers with new units, cause they tend to seize. Go with the turbo calipers if you can get them. Change to SS brake lines; upgrade the brake rotors if you like, if not then just replace with new OEM. Check & replace the brake cylinder if necessary.

Change the clutch line to a SS one, check & replace the master cylinder and slave cylinder, do both at the same time if one needs replacement, saves you headache in the future.

Change the radiator, or upgrade to an all aluminum unit. The OEM one is probably gonna be done soon, and upgrading it is not that much more expensive. Could change to an electric fan if you're upgrading the radiator. More cooling the better.

Get a SS thermostat housing cover; OEM one is plastic, fails easily and unexpectedly (1-2 year). Change the thermostat whenever you do a coolant flush or cooling system stuff, not expensive. Check & replace the water pump.

Engine motor mounts - OEM, Mazda competition (40% stiffer), Polyurethane, Delrin, Solid... personal preference on stiffness.

Get all new belts changed, check the alignments of the pulleys.

Alternator, Starter motor, battery, wiper motors (rear one if you have it), wiper relay... the usual stuff.