Inaugural post from a somewhat long-time lurker here. I own a 2001 Mazda Protegé ES. Suspension is definitely interchangeable between all iterations of the car. The ES and P5 have the same suspension, the MP3 and Mazdaspeed have stiffer springs and struts, and thicker sway bars (but the architecture is the same across the board). Wheels and tires are bigger on the MP3 and Mazdaspeed too.
OEM was Tokico Blues for the Mazdaspeed, IIRC. I don't know specific spring rates, but the Mazdaspeed springs are stiffer, and would lower a P5 roughly 0.5 inch.
The Mazdaspeed Protegé also gets stronger axles and a limited slip differential (never available from the factory in lesser variants).
Brilliant little cars, they are. The more new cars I drive, the more I like my car. Fantastic steering feel, decently lightweight (it's no Miata, so I know it's heavy by GRM standards), very tossable on backroads. It's much more composed and responsive than the strut suspension would have you believe.
The letdown is the engine. It's not a terrible engine, as it's reliable and fairly torquey for around town driving. But it's a bit coarse, runs out of steam well before redline and has a lumpy torque curve. Weak rods, so it's not boost friendly either. Stock boost for the Mazdaspeed was around 7 psi, and anything over 10 psi makes the engine a ticking grenade.
That being said, I have over 130K hard miles on mine, and it runs as well as the day I bought it.
As far as age, the newest Protegé (Mazdaspeed or otherwise) is going to be a 2003 model, so not a huge difference over an Integra.
Lots of upgrades are available for the cars from www.protegegarage.com.
(Can we link directly to vendors?)