I honestly have no idea if you're serious or not. You should check Mazda modding forums.
http://www.mazdaforum.com/forum/
http://www.mazdaworld.org/
There is a pretty strong Mazda modding community that would be happy to help you out. I used to mod Volvos and learned a ton online.
You can do a lot yourself if you're handy, but you can also mess things up.
As far as your individual questions, I've had windows tinted pretty dark and it doesn't really affect night driving. Just don't tint your windshield.
The suspension kit is a great idea. For that type of car, this will be the mod that you'll be the most happy with. You'll love it. This is about $1400 for KW coilovers, which in my opinion, are the best reasonably priced suspension kit. If that's too much, look at Koni or Bilstein products.
You can't really add cylinders. You would have to swap the whole engine. You may be able to swap the turbocharged Mazdaspeed 3 engine. This is likely to cost a few grand.
The air intake/exhaust is likely to net you 5-10hp. You'll barely notice it and it'll cost $800-1000.
All you're really going to see out of a camshaft is shifting your car's powerband. If aftermarket ones are available for your car you're looking at $500. If you need to have one custom ground, a lot more $.
Intercoolers are for turbocharged cars only.
You can get a HID headlight kit for your car for like $200.
There are tons of options for brakes. Ask on one of those forums for their opinion for your car.
An anti-sway bar is another upgrade that you'll appreciate. They're usually under $1000 and if your car is one where that is a common upgrade it may be far less. I recommend upgrading your endlinks as well, or they'll end up being a weak link in the system and negating the effects of the sway bar.
The vortex diffuser is a gimmick.
Look online for bodykit stuff. I'm sure there is plenty for your car.
Really though, check out the Mazda forums. Read them for days. Almost any question you can ask has already been asked. The knowledgeable forum members get annoyed when then answer the same basic questions over and over again, so make sure you read everything you can before you ask anything.
Based on your desire to add cylinders and an intercooler, I'm guessing that you don't know a whole ton about cars yet. Reading is your friend. I went from not being able to change a tire to being able to perform most of the mods that you just mentioned in my garage.
Good luck