Welcome to ecomodder!
The car body is indeed important to fuel economy, and I think the coupe's tend to be the lightest (except for the vx/cx) and have the best Cd, but then again the hatchback is more utile, I think.
You can indeed swap the engine out, so I'd go for it if it's a real good deal, but otherwise, wait for something better (you can sell the Si stuff, too).
I'm sure the power steering delete will net you some gain, but how much is really hard to say.
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