Best suspension mods to go with your current setup: ITR sway bar with BSQ reinforcement kit and new stickier tires if you still have crappy stock Michelin's. If you didn't get the shocks yet, try to save for adjustable shocks like KYB AGX's or Koni yellows.
Next best handling mod: Performance driving event or classes. ie - HPDE's with
www.nasaproracing.com. Also look up mazdausa.com and see if the Mazda Rev It Up class is coming to your area. Great chance to learn how to handle a car. (while beating on a Mazda 6 and Mazdaspeed Protege!)
Rear lower tie bar: didn't feel much of a difference.