I would tell your friend to look over here at Probetalk.com. The link I'm giving is for the 2.0L 4-cyl forum:
http://www.probetalk.com/forums/foru...?s=&forumid=98
There is a pretty good deal of stuff you can do to the I-4 including a turbo kit that is a complete bolt-on kit by
http://www.racingmazda.com/
On the normally aspirated side, I've seen Brospeed/OBX/etc. headers, J-spec cams, CAI's, N2O (Zex, NEX, NOS). Any of the V6 exhausts can be used with the I-4, but you have to add an extension to bridge the cat to the beginning of the cat-back.
Tell him to get on
www.probetalk.com . It's probably one of the best resources for Mazda MX6's and Ford Probes in general.