Not joking: what you want is another car. Why spend the time and effort into converting a car that it seems doesn't fit your desires?
Everything you mentioned above can get at a person as they drive down a road; a very discomforting feeling.
Your door handle question is confusing to me. Were they the inner or outer handles? Either way, you will be able to locate these at an aftermarket parts place, like O'Reilly Auto or Autozone.
For the tail light assembly:
http://www.racepages.com/products/?Ntt=Mazda+Protege+Tail+Light+Assembly&N=4294965131
http://www.autopartswarehouse.com/mmp/mazda~protege~tail_light~parts.html
http://www2.partstrain.com/store/?Ntt=Tail%20Light&N=1667%2011062+4294965131
http://www.car-stuff.com/mazdataillight.htm
Ebay is the cheapest:
http://cgi.ebay.com/ebaymotors/Mazda-Protege-Tail-Light-Assembly-Left-1999-2003_W0QQcmdZViewItemQQ_trksidZp3286Q2em20Q2el1116QQitemZ280159548406
http://cgi.ebay.com/ebaymotors/Mazda-Protege-Tail-Light-Assembly-Left-1999-2003_W0QQcmdZViewItemQQ_trksidZp3286Q2em20Q2el1116QQitemZ280159548406