Welcome and congrats!! When I first got my car, I had a nice run with a SRT4 from 35mph. I was surprised to beat it! Started in 3rd, short shifted into 4th and didn't look back.
I figured, it wouldn't be such an inconvenience if I filled you in a on a few things about this car that you're probably going to ask about in the next week or two (Most new owners do..and a pleuthra of new threads start, asking the same question over and over).
Things To Know
Boost
The MS3 is equipped with a K04 Hitachi turbo. Because of it's capabilities and limitations, you WILL experience a drop in power past 5500rpms. The car is configured from OEM to only hold power until 5500rpms to avoid going full boost into redline. This is 100% normal! As you venture down the mod path, you may see this firm limitation exaggerate slightly. Most people with intakes, aftermarket bypass valves, exhaust or all the above will say they notice a much less violent drop of power past 5500 rpms but it's still in your best interest to shift under 6000.
Also, your car will be limited in boost in 1st and 2nd gear. You should receive all 15psi of boost in 3rd gear on up. A lot can vary that number depending on the season, temperature, yata yata, but you get full boost in all gears 3rd and higher. Mazda focuses heavily on safety so any heavy steering input to the left or right will also cut power output to avoid unsafe torque steer.
Modifications
-Intake
Seemingly the most valuable modification you can make to the car, it's seriously a fantastic mod. Besides the fact they range from 15-30hp in gain (depending on SRI/CAI), they also sound great and really announce the fact you have a turbo, compared to the conservative minimal noise in stock form.
I BEG of any existing members to NOT turn this into a debate of SRI versus CAI. SRI's seem to build better torque, CAI's are still always a better bet over a warm-air intake. The rule is the rule. Colder air is better, regardless of forced induction or not. SRI's are just a lot safer and the threat of "hydrolocking" your CAI filter is non-existent with your SRI.
-Rear Motor Mount
In an attempt to make this car so quiet and docile, Mazda has installed some "softer" materials. One of them is the rear motor mount and in past years, it was prone to breaking. 1st gen members had engines falling out and it was all around pretty nasty.
Not only will a rear motor mount decrease wheel hop, it'll also give you a much more connected feel with your car, more accurate clutch and gear engagement with the trade off of slightly more vibrations in the car. Nothing unlivable, but you can decide based on how loud you'd like the car to be, inside.
-Short Shifter/Bushings
Continuing with Noise, Vibration and Harshness reductions, Mazda chose to install the stock shifter on rubber bushings. Replacing these bushings with TWM solid aluminum bushings seems to make a very nice improvement. Taking it a step further, TWM's short throw shifter results in 30% shorter throws and shorter height. It's a real joy, giving the car a real "go-kart" feel to it.
-Aftermarket bypass valve
Keep in mind, the car is MAF-equipped so a bypass valve is a decent upgrade, not blow-off valve. Buying an aftermarket bypass valve like the Forge (most stock looking and it's piston-actuated, very accurate, very good sealing characteristics) will result in holding boost stronger and faster on/off boost action. Your car is brand new so your stock valve is not leaking, yet. It will eventually flutter it's way into leak characteristics. It is an emissions warranty item so they will cover it once it starts fluttering or making louder noise because if it bypassing too much, but choose this mod if you would like an even more distinct sound, with improved boost.
-MSD Dashhawk
This should technically be the first mod since the car does not come equipped with a Boost gauge. A Dashhawk is an inexpensive way to datalog and monitor the car and it's capabilities. I honestly recommend this first as I wish I could have monitored the car and how it reacted stock before I made changes. Either way, it's a super valuable tool and I recommend it immediately!
-Exhaust
It's been long determined by members that CBE's haven't changed the car in any heavy way other than sound. Although I still argue the fact it's a benefit to have on the car, some will disagree. For the most part, the stock exhaust piping of 2.5" is sufficient and the real restrictions are in the stock downpipe and cats. 3" isn't really required until you start pushing 300hp, but I still believe it's a benefit. Here's my thread I recently started regarding exhaust:
http://www.mazdas247.com/forum/showthread.php?t=123742668
I hope that this helped at all!
