Any part you find for an 87+ can be put on the 86. The primary difference where brake upgrade and front
suspension parts are concerned, is the spacing of the mount holes for the front struts. You can actually shim those on a set of 86 struts and install them on an 87.
The only reason that I bring that up is to explain why you see so much stuff from retailers that says 87-93.
The 86 V8s have the same 8.8 rear end the 87s do.
If you're talking engine parts (heads etc.), the 86 has flat top forged pistons and a 9.5:1 compression ratio. This causes problems with a lot of aftermarket heads and cams because they are not dished and do not have valve reliefs. The E6 heads (86) have valves that are angled differently with valve stems that are considerably shorter than what you would find on a set of E7s (87+). If you decide to go with aftermarket heads without changing pistons, the Trick Flow Twisted Wedge are a good choice but you still have to watch P2V clearance.
Once upon a time I ran the TW heads with a smog compatible Anderson cam with no issues. You can also just choose to stick with the stock 86 cam and these heads, as the stock 86 is no slouch in the first place.
Anyway...
suspension parts... if you're planning to autocross then you will need to upgrade brakes. You can use all the same brake and
suspension parts for 87+ and will occationally run into a situation with the 86 that's slightly different but only slightly. The 86 MC and for instance is 2 port vs. 3 on the 87.... Just little things.
Upper control arms, lowers, sway bars, torque links, all that jazz... you can use the same stuff as the Aero Nose cars.
The big difference I guess, is that somehow we got stuck with the 4 cylinder braking system on our cars vs. the one that they later installed on the 87+.
If you post questions that are more specific, it's easier to talk about what the differences might be. Take a look at Maximum Motorsports or Griggs website for good
suspension setups for autocross. List the links for the parts you are wanting to use regardless or where you find them.