The Mazdaspeed3 didn't come out until the 2007 model year (I guess yours could have been built in 06 but it'd still be an "07")

What spark plugs were put in it? I have been sold the wrong plugs before, which resulted in bad mpg and some misfiring under boost. It was worth it for me to buy the correct plugs from Mazda. They're $15/ea here:

Finish Line / Rosenthal Mazda Parts & Accessories*::*Mazda3*::*Maintenance*::*Spark Plug

Or you can get the NGKs from Rockauto.com for $10.47/ea.