Wow, lots of excitement. The first question you always ask when someone starts talking about suspension is to identify the use. Recommendations for a full-out track car will be different from a daily-driven car that does a few autocrosses a year. Suspension design is a series of compromises and you can make a car truly unpleasant if you do it wrong.
There is no shortage of coilover setups on the market for the Miata. However, unless you're going to take advantage of the ability to cornerweight, specify specific spring rates or want a ride height not available otherwise, there's no advantage to them. A well matched spring/shock combination will work just as well for most street and light track applications.
More important than the hardware is the setup. Get a good alignment and don't settle for the sloppy factory specs. Go with a balanced combination with reasonable spring rates, shock settings and swaybar sizes. Pay some attention to the tires you're using.
I was at the track last week running an All-Mazda track day. My car has a basic suspension package with adjustable shocks but no perch adjustment (
full specs) but it works really well. A fellow vendor and racer took it out on the track and declared the damping to be spot on, better than his autocross-biased setup that had lots of high-end parts on it. Mine has nothing exotic on it but years of tweaking.
Novot, is your goal to make a kick-ass autocross car or a fun car that you can autocross? They're different. Sways (as Darin has said) are the perfect place to start. Cheap, easy to install and without a major ride penalty. They'll also bump you out of stock, but I'm surprised you can use the JR intake there anyhow. If you do lower the '91, it's definitely worth looking at doing something about shock travel in the rear. The 1999+ cars are better in this regard.
Keith