As far as a turbo, you'd have to do your own custom fabrication if you really wanted one. Willie's has been very succesful, but your results could vary.
Wheels? Weight is the enemy. Cakley is (still) waiting for some ultra light weight Volk racing wheels from Japan. I would not personally put anything else on the car. Even a tire change is going to cost you at the bare minimum 15mpg. If you went all out and put the largest wheel you could fit with a grippie low profile tire I wouldn't think a 50% decrease in mileage would be out of the question. Also, it would hurt performance a lot. Going to normal tires will totally kill the driveability of the car.
Filters, they make a K&N filter, though I wouldn't recommend one personally due to the fact that they let fine dust particles through. Remember everything is designed towards efficiency, the air box is included in this equation. You could make some sort of cool air intake of your own fairly easily, but you'd probably totally kill off lean burn.
Ground effects, your talking about like a body kit right? No one makes anything for the Insight. Besides why would you want to mess up the .25 CD?
Pretty much anything your going to do has to be custom.