The first upgrade I did to my Protege was to add a K&N cone style airfilter (yes...get the actual K&N not the Vibrant ripoff!). I feel the cone filter is one of the all time "best bang for your buck" jobs. I'm even running the stock rubber tube, I just eliminated the airbox (Fabricate a heatshield for the filter thought, Mazda's ECU dosen't like hot air from the rad!)
As an atestment to my view...My '99 1.8L Protege would do a great "1-wheel-peel" with the stock airbox and stock P185/65R14 tires. I installed the K&N and BF/G P195/60R14 Comp T/A HR4 tires and the front end of the car will "side-step" and I get excellent scratch in 2nd gear with the occasional "side-step" weather dependant.
Other than that, I'd look into a set of rims (only 16 or 17")and a set of Toyo Proxies (trust me you'll like-em!) and some needed "car-tunes" upgrades for cruzin'!

Good Luck

P.S.--> I resent the comments about the washer lights...the only geek lights I put on...they are modern day "houre-lites!"