The weak link in the Protege/Mazdaspeed Protege/Protege5 was always the piston rods.
They would usually snap under higher amounts of boost and then you get some fancy lightening in your block. (Seen it happen to a couple friends of mine ... not pretty)
If you were to run a low enough amount of boost, and keep up with all other maitanence (of course, it has to have proper tuning) I really believe that you can run a safe, efficient boosted situation without any effect on engine longevity (except to the extremes.) There are some members of the Protege community who have thousands of miles on their kits on stock internals, without any problems or anything failing because they are staying safe.
I think that as long as you would stay under the material fatigue levels for everything, you wouldn't have to worry about building anything up.
Now, that being said - if you plan on to really get into it, there's no denying that you should build up a motor. Hell, it might even be safer if you build it up from the start. But if experience has taught us anything from the Protege owners, it's that you can run a boosted setup on stock internals without problem, as long as you keep the levels down low.
As soon as some of my Protege friends are available, I'll talk to them specifically about what they know about this.
I'm not agreeing with blitz OR AzMz3 entirely, but I think that both bring good points to the table (although some with more cynicysm than others). Elements are both true from both camps. You run FI, you do put more wear/tear on the engine, but that should only mean accelerated maitanence and not really so much with replacing engiens faster unless you are getting into the super high mileage levels.
Of course, this is somewhat what budgy said above ... just with a lot more text.