Thanks for recommendation Jimmy! I owe ya
For an NA RX-8, these are the best PERFORMANCE parts you can buy, in order of Bang For the Buck:
1. Cobb AP with custom tune. More than just a tune, also increased oiling to the housings, better fuel economy, turns on radiator fans earlier, turns off CELs, etc.
2. Gutted FACTORY airbox with K&N drop-in filter. All other intakes are noise makers.
3. Catless midpipe. Getting the factory cat out of there really frees up exhaust flow in a big way. Get the Racing Beat resonated midpipe unless you want your car to be ungodly loud.
4. Lightweight flywheel. Part isn't too much but the install can be expensive as you have to drop the trans. I'm a big fan of the Fidanza billet wheel, it has a replaceable friction disc so it never needs to be machined. Makes the Renesis rev like a crotch rocket!
That's it really for motor mods. Catback exhaust makes more noise. Pulleys get you 1-3hp. Exhaust manifold/header maybe gets you 2-5hp (Racing Beat is the best).
If I were to build another 8, I would either go crazy and do an REW FD engine swap, or just keep it NA and focus on suspension, braking, and weight reduction.
Get some GREAT coilovers, like KW V3's. Don't get fooled by fancy Japanese coilovers in various colors of the rainbow, they are all hype and break. Good coilovers aren't cheap!
Progress Technologies makes awesome sway bars. Get some with Evo-R or Racing Beat end links and you'll notice an immediate difference, like it's on rails. It's a relatively inexpensive upgrade as well.
Lastly a set of the fattest wheels the factory fenders will hold with equally qualified rubber. Look at running some 18x10 +25 Enkei RPF1's with 285 series Nitto NT05's on all four corners. Talk about a canyon runner! You'll out gun Lotus' with that much grip.
Factory brakes on the 8 are already terrific. Upgrade them with some HAWK HPS pads, StopTech slotted rotors with braided SS brake lines, and high quality DOT4 fluid like Motul. You'll get immediate feedback. If you want to hit the track, look at the RacingBrake 4-piston caliper upgrade kit, it's not too expensive and will give you more brake than you'll ever need.
For weight reduction, toss the oversized factory battery and put a lightweight Oddessy in the trunk. Pull out the electric air pump as well, it's pointless (you can put it back in for passing emissions). A lot of the 8's body panels are aluminum or thin gauge steel, so most don't need carbon fiber replacements. Most CF hoods weight MORE than the factory honeycomb aluminum hood. A CF trunk can save you some good weight, but that's about it.
The RX-8 isn't a drag racer so don't turn it into one...instead focus on what it already does exceptionally and exploit it. /my 0.2 cents, I kinda want to buy another RX-8 haha!
, I want to go FI. I'm getting another car sometime this coming spring-ish, that way the 8 is not my daily driver. I really want to turn it into kind of a show piece. And getting an AP used is not the easiest thing in the world, I will keep a look out but I was just thinking of buying one from MM. Although I did read Carbon's thread about those transactions, so I dunno. 
But with the delays getting an e-tune, plus the lack of multiple maps, I was thinking locally too.
