Two more questions: how many miles are on the car, and, what state do you live in or how bad are your smog regulations in your state?
OK, with mild, I'd say there are a number of things, see below. If any interests you, let us know.
Tune-up stuff
Spark Plugs, most people here recommend the NGK stock plug, and, if not that then stick with NGK brand. NGK also has an iridium plug, BKR7EIX11, gapped to the right setting, that I'm going to try when I get 10 or 20k on my stock platinums. I'm probably going to replace mine every 10-20k though the manual says 105k! From what I've seen, I think most S2K owners agree that around 30-60k makes sense.
Valve adjustment; again this is a tuneup item that the book says only every 105k (or as needed). However, everyone i've read about who does this sing the praises of this tune up item. Be aware though, that not everyone believes in it (until they do it). Tune the valves to the extreme lower edge of the adjustment range allowed for by spec. (.010 for exhaust, .008 for intake). I've done it (paid $100 to my mech) and it was super worth every penny, and I did it at only 3k miles! I lost power below 2000rpm, but gained much from 2k to redline. Smaller values mean valves spend more time open/off seat. Next time, I'm considering going with .007 for the intake adjustment, even though slightly beyond spec. You don't want to go lower than .010 for the exhaust valves though, because these valves need the cooling help by seat time.
Engine coolant; I'm a fan of 70/30 mixture of water-to-coolant, which is ok year around for Southern California and parts of Northern California - good down to +4 deg F, I think. This, plus maybe Redline Water Wetter, helps reduce hot spots which reduces knocking. Basically this can eliminate the "kangaroo effect" in hot weather, and I think it makes the car run as if its 10-15 degress cooler outside. I also use a 1.3 bar radiator cap. (Note when using Redline Water Wetter to change your coolant at least every 15k; I'm going every 10k.)
If your car has a lot of miles you might also consider replacing the oxygen sensor. They slowly degrade over time and with use, providing a falsely rich (if I remember correctly) signal to the computer, which then leans out the mixture, so you get less power and usually less milage too.
You also could get an adjustable fuel pressure regulator, which allows for some fine tuning to get the most power. (Best finely tuned with help of a dyno service where they also measure exhaust mixture for too rich or lean.) This can be especially useful to retune after some of the I/H/E mods, below.
And then there is the usual I/H/E series, which stands for intake, header(s), exhaust.
Intake
For the S2K we have several intake options that deal only with the air filter, airbox, or air tubing. There is the standard free one called the airbox mod, or you can buy a cold air intake, CAI, such as an AEM or a K&N. These have varying degrees of tubing and such to draw air from in front of the radiator, or from underneath the radiator. (Some of these increase the risk of sucking water into the engine, so be careful during rain, especially going thru standing water.) I personally went with the (free) airbox mod, and, a Green Racing filter 2169. This is a huge filter that fits in the airbox only if it has been modified.
Besides CAIs and other air filter & tubing mods, there are also a larger throttle body but the general agreement seems to be that this will help throttle resonse some but not really increase overall power unless you also do intake manifold upgrade. (They are many hundreds of dollars, but you can have your's modded for around $250.) Manifolds for S2K are hard to find without getting into expensive stuff like individual throttle bodies, ITB.
Headers
Some S2K folks seem to think that the Mugen 2.2L header is probably the best (even for 2.0L engine). However it is expensive. There are several other options, Ricks 6 Plus, the Toda header, etc... I haven't tried a header yet.
Exhaust
There are quite a number of exhaust systems available for S2K. One factor is weight savings in addition to freeing up horsepower. I don't have experience with these, but many others do.
And then I guess there's computer upgrades. For your model I think most people would suggest a piggyback unit (AEM perhaps, VAFC maybe) and tune it only at full throttle settings (at part throttle, the regular ECU eventually learns to undoes your changes.) I haven't heard of people speaking of chip upgrades on the forums, though
www.jetchip.com might have one - I was happy with their product for my last car, a '91 RX-7 N/A.
Also there's lots of other fun things to do
Modify's Redline Shift Beeper;
Suspension mods,
Throttle cable slack adjustment,
Stereo head unit replacement,
just to name a few...
and other tune up things
Oils - engine, tranny, diff
Hope you find something of interest!