I just wanted to post to say that it's possible (and really easy) to gain quite a bit of pep in a CX by swapping from the S20 transmission to an S40. The speedo will be a little off afterwards (according to my GPS, I'm going 60 when the speedo says I'm going 67), but that could be rectified by upping the tire size slightly (225/60 R15s otta do it, and 15" wheels are cheap and easy to get). I approached this swap with very little information, but found that it was actually really easy. I haven't 0-60'd it since the swap, but I'm sure it's taken at least 2 seconds off. 1st gear on the S20 transmission is just too high.
I'm sure that the really Honda-savvy guys out there will have plenty of points to argue, but for me (being a novice to anything more than barely keeping a car running), this was a pretty significant improvement, and incredibly easy.

 

Just to add regarding the speedometer being off, in my experience the EX/Si transmission has a unique colored speedo gear on both the differential and the VSS. Matching either with non EX/Si equivalents will throw the speedometer off.

 

225/60/15 tires are going to be very heavy and will slow you down. 195/55/15 or 205/50/15 is ideal.

Just did a search. Kumho ASX in that size is 24lbs. In 195 they are 19lbs, and 205 they are 20lbs. Adding 20lbs of sprung weight is A LOT.