I've done three major things to our Mazda3 now, two are known parts failures and one is a (in my mind) valuable upgrade.
1) Convert to a spin on oil filter
How to : Install Spin on oil filter conversion kit
Finish Line / Rosenthal Mazda Parts & Accessories*::*Mazda3*::*Maintenance*::*Oil Filter Conversion
The stock filter on the 2.3l is a drop in filter with a PLASTIC COVER. There are cases where the plastic starts to crack or shear from heavy handed oil changes, and leaks. The conversion makes for a strong spin on filter setup that is easier and cleaner, and safer.
2) Replace passenger side motor mount
Finish Line / Rosenthal Mazda Parts & Accessories*::*Mazda3*::*Engine*::*Engine Mount Passenger Side
Mazda3 >side engine mount< sucks - thanks FORD! Pure crap with photos --------->
This mount gets abused, is a FoMoCo part, and tends to last anywhere from 5 miles to 20K miles before it explodes and creates lots of vibrations. Takes about an hour to swap out.
3) Replace front struts (and rear if you want)
The passenger side front strut seems to blow out after 30k miles for some reason. I replaced all four corners with KYB GR-2 (sourced from amazon, but available literally anywhere), dirt cheap and about 10% stiffer than stock.
And here's a topic on grounding the MAF and throttle body:
Grounding your Throttle Body? . .