More than you can imagine! If it doesn't exist, you probably don't need it. The best place to look for aftermarket stuff is in the Miata Marketplace. Almost every company selling stuff targeted primarily to the Miata aftermarket is listed there.
Phone numbers and other information about other aftermarket suppliers are in the Miata Vendor Listing. Miata Magazine also usually has a few ads for companies not on the web.
Some types of grills seem to impede airflow enough to cause the engine to run hot. Select a grill carefully and ask for advice from other owners. A high flow model is best to reduce the possibility of overheating.
Voodoo Bob Krueger wrote the Car Cover FAQ.
Keith Tanner answers this one: "Best". What a scary concept. You first must make the big decision: are you the sort who likes the look of the sleek Mazda design, or do you prefer the convenience of the handy headrest pockets? It's a genetic thing, I think, and nobody will ever be convinced that the other type is superior. I was looking at several designs this weekend.
The tonneaus with the pockets are arguably more convenient, but some have complained that they still must move the seats for proper closure. If you want the smooth appearance of the Mazda tonneau, you must move the seats all the way forward then lean them all the way back. This is not really a difficult procedure, especially if you mark your usual seat position on the seat rails.
Some folks don't like tonneaus because they're inconvenient, but others say the same about convertibles. My own data point - I once decided to time myself to see how long it took to put Baby [Keith's Miata] to bed. Starting with one side zipped up, I removed the tonneau, folded it properly and put it in the bag, put the top up (removing the towels from the rear window and zipping it properly), rolled up the windows, locked the doors, and put the car cover on (removing it from the trunk), locking the strap in the driver's door. Elapsed time without hurrying: 1:45. Not bad for someone by themselves, and certainly not terribly inconvenient (how many use a car cover every time they park?)
That said, here are three types of tonneaus on the market:
Sure, they hide and prevent the scratches that almost certainly will show up eventually. There are many different kinds; plastic, metal, stick-on, screw on, etc. Some people have reported that moisture and dirt can accumulate between the door sill and the cover, possibly contributing to rust. For this reason many owners go with the plastic type.
Sure, almost anything can be retrofitted to your Miata. Some common retrofits/additions are alloy wheels, leather seats, radio/CD/Changer, cruise control, interior lights, suspension braces, fog lights,and power windows.
Power steering, limited slip differentials, air conditioning, and a variety of performance upgrades are also readily available but may require professional installation.
Tons. There are a couple of lists in the "Toys & Games" section.