There's really no limit to what you could do with a car. Only limits are your imagination and size of you bank account! But there are some things that are relatively inexpensive that can had a bit of personalization to you car.
1) pedal covers, oem ones need to be screwed on and are expensive, eBay has some that are screw install as well for much less. I went with the no drill version from eBay and like them, easy 15min install.
2) rear bumper protector, oem is a chrome strip, eBay has a few with more coverage. If you want an oem one pm me I have few for sale.
3) door sill protectors - provide protection entering and exiting the vehicle oem or eBay. Oem ones are $$$ and kind of small.
4) polish your exhaust tips! You only need some metal polish and some #0000 steal wool to get them to shine right up.
5) paint your brake calipers. Labor intensive and serves no real purpose other then looks, that being said I did mine, took about 2 hours used the g2 caliper paint kit. It's available in a wide range of colors.
6) tint the front windows about $100 for the two fronts 20% tint matches the rear windows well
7) debadge the rear lift gate. Use fishing line and heat to remove the cx-5, awd, and sky active badges for a cleaner look.
8) paint or plasti-dip your Mazda "M" logos to be the evil "M"
9) wheel spacers to give a different stance to the car. Just don't go to big. Cheaper then New wheels but that's an option as well.
10) tire marking pens to color the lettering on your tires
11) mud flaps, not the most fun but practical especially if you get wheel spacers.
12) any of the 100's of items found on eBay, Amazon or alibaba.
Have fun!