You are correct on the all or nothing deal.
96 had a power steering package model that is like a base model but with P/S so you can make yours into a Power Steering Package and leave the P/S.
IMO what you would need to swap out that I can think of would be LSD, ABS, and leather steering wheel. To me power mirrors and windows are truly a "comfort and convenience" mod. Cruise control can be added to any car so that is fine.
The only other thing that I am unsure on is the rear subframe brace. I know it was not on the 96 base/PS models but I do not know how it attached to know if it is something you could add in STS2.
This http://www.miata.net/faq/features.html has a lot of useful information about model packages.
STS2 - 1990 Mazda Miata
Borrowing BS - RX-8