Check out my build thread(link in signature) for some ideas.
Depending on the spring rates you use(you didn't say?)... you'll need a 6 or 7 in spring most likely. I literally JUST sold off my entire setup to a Mazda2 owner in Pico Vista, California... maybe you could figure out who that is and see what it's like before you pull the trigger on serious spring rates?
FWIW if I were to do it again, I'd get BC Coilovers with something in the region of 600/600 to 700/700lb springs(or whatever metric equivalent that is). Depending on how it feels I'd send them off to Feal for revalving. BCs use a 46mm piston so Bilstein internals will fit, you can do anything you want valving-wise if you have someone who knows what they're doing assemble them.
I chose to finally press the easy button and buy a Miata for track, and the 2 is now a daily driver.
Height adjustable rear perches meant for a Toyota Yaris from I THINK Megan Racing? was what I used, got them used from a friend for $50.
Heads up that Koni yellow rear shocks are horrible for 400+lb springs. KYB AGX rear shocks meant for a Ford Focus(like 04 body style) are pretty darn good for 450-700lb springs. Not perfect, but close to it, and they're dirt cheap($130ish for BOTH from Summit). It's all in my build thread.
Also check out the Mazda2 Owners Facebook group... this forum is basically dead, everyone is there. It's a nice tight-knit community.