If you start adding up the costs, often isn't worth it.
I spent $10k on my car. If I add a turbo kit, LSD, upgraded brakes and suspension, I am getting very close to $20k total, and I am not done (wheels, tires, exhaust and on and on). And of course I own a duratec, so my car is no longer street legal at this point.
For $23k I can get a MS3 with all the "mods" and a warranty, plus things I can't add (VVT, direct injection, resale value, legit stickers) to my own car.
Of course you are going to want to mod the Mazda...