Actually, I am prepping my '91 EGT for ITA racing. I have tons of links and I will provide them below. I know of one person (who knows of a few more EGT Racers) who races his '91 EGT. I get a lot of info from him. As far as performance parts go, the EGT is a lil bit tough. Remember it is the bastard child of Ford and Mazda.
Most of the parts from the 90-95'ish Protege LX (1.8L 4 Door) will bolt right up to the EGT. This goes for Suspension (struts, springs, brakes, etc) and engine mods. Most of the engine stuff you can do yourself.
Also, I believe Wiseco (if you really want to get into the motor) makes pistons for the 1.8 Miata that will match up to the 1.8 from the Escort. I know you can get Tokico's, Eibachs, strut bars, rims, intake, exhaust, and header all on the aftermarket.
If you have any questions please feel free to ask.
http://www.oemfordparts.com/
They have a few items listed for the ZX/2. Of note is the Tokico's they have from the ZX/2 SR that bolt right up for the 2nd Gen GT.
http://www.nopionline.com
Aftermarket supplier. They have a good price on the pacesetter header. Other parts are ok from there as well.
http://www.ctamotorsports.com/
They make a descent cold air intake. If you can't make your own, go with these guys. They also have a lot of parts that can be found on nopi and the oem ford parts link. Slightly more expensive though.
http://www.corksport.com/
These guys are one of the oldest Escort/Protege shops. They deal mostly with Mazda stuff but they still have their line of products for the 1.8. If you want to get a stock mazda 1.8 GTX motor (JDM Turbo 200 HP motor in the light version, quite a bit more in the GTR form) these are the guys you want to talk to. They have quite a few little bits and pieces from motor to suspension to brakes.
-Jeremy-