if you go with bigger rims, the car will be higher and youll have to drop it unless you want it to look like a 4x4.
if you go with bigger rims, you have to go with a smaller tire, which will lessen the ability to fight off pot holes.
although I had 205/40/17's on my car, and never screwed up a rim on a pot hole, those rims were screwed up by my own bad driving and also that one curb i drove over.
theres some pics on my cardomain available with the link "website", under this post.
I liked them, but they were just alittle unpractical. They ended up costing around $650 mouted and balanced shipped from wheelmax.com
thats pretty cheap as far as rims/tires go. I calculated the speedo error with those rims and it was like 1 mph.. so it wasnt increadbly noticable
heres a link to the website you can use.
http://www.miata.net/garage/tirecalc.html
gas mileage will probably be affected some because the 17's are wider and you have more rubber/friction on the ground.
I wouldnt recomend dropping the car on stock rims, i did on my 14" steels, and I would bottom out on a speed bump. I think goldie had marginal success on his 15" alloys
as far as the throttle body goes, you could take it slow and find a cheapie junkyard throttle body to mod out as practice this way you dont mess up your car's driveabilty.
*warning*- downer alert here: as for the exhaust, I would recomend just chopping off the stock muffler and welding on a magnaflow street series muffler. It will sound pretty good. I honestley dont think that youll notice much gain for the money youll spend on a custom exhaust.. that is.. if your just gunna be a tuner instead of hardcore engine mods.
but, for that muffler, I chopped it off and put my stock muffler back on because i needed to drive 1000 miles to school each way. It will get on your nerves and you will find new vibrations and buzzes that you never thought your car had. So... if you want a comfortable daily driver.. keep it stock
same thing goes for motor mounts if you ever think about getting those.. be forewarned.. they will make your car shake like a mother.