Alloys? Definiately not, I really like the plastic wheels trims that it came with. In fact, I went to much trouble to retrieve some matching ones when one of them made a bid for freedom and the other decided to crack up. Alloys have caused me pain and they are a pain to keep in good condition, I own 3 Rover 800 Sterlings all with alloys.
Internal release fuel cap is definiately something on my list, in fact, I wish I'd gone to trouble of retrieving the ones I found in scrap Micras at a scrappy I often used. I could also try and link it up for a boot release as sometimes the locks will seize up, thankfully mine havent though as I keep them WD40'd though there was a time when it was thinking of seizing up.
Not sure about the grille, I quite like its current grille and car seems happy with it, I might try a later grille though where the middle grille tooth looks suspended on its own.
Later lights is something I may try, though again, I'm happy with whats on there. All in all, I'd like to keep the car in near-enough original condition and of its era with most of the bits its particular model would have come with, though a few upgrades are nice and its interesting to see what Nissan have deleted/taken away from the facelift models.
Regarding the colour, there are a few different shades of Blue going around, I've seen a few Celebrations and Tempest facelifts with differing shades of Blue. Mine is indeed Intense Blue.
Anyway, here is a link to my car - Micra Ally