Welcome. I too came from RX-8 to MPS, my rotary engine broke. So I thought I'd come to the reliable bullet proof MZR DISI
I'm still stock but I'd like to do performance mods like yourself eventually.
From what I've read almost all upgrade paths include a Versatune (or a Cobb AP) which is a bit of software to reprogram the PCM/ECU.
That might be the best first buy for those seeking more performance?
Versatune/Cobb AP does come with some alternative tunes/maps but you cannot get better than an etune from the renown Justin Heath (a member here) who (even with no upgrades) reportedly can transform the performance of the stock car.
Then you enter the world of acronyms :
HPFP (high pressure fuel pump),
SRI (Short RAM Intake),
TIP (turbo inlet pipe),
FMIC (Front Mount Inter Cooler)
etc. etc.
I'm yet to read a good "newbies guide" which shows the order in which to buy upgrades. So if you find one point me to it.