mobomelter, the air filter can be added to any '04 or '05 Mazda3 (everything is already there except the filter).
The filter's Part# is BP8P-61-J6X (about $30USD), and just follow the instructions from this TSB to install:
http://www.finishlineperformance.com/mazda3/docs/0019.pdf
The filter is equal to the diffuser plate in the TSB, only difference being the filter includes the diffuser plate whereas the TSB part # is for the plate only, with no filter. In other words, by putting in the air filter, you automatically also put in the TSB fix for better A/C performance.
tsunami, like the air filter, anyone can buy the 5-door LED's, just get the part number from the US-spec SP23 and buy the tails (I know many who have done it). Cost-wise is a different story however (I think it was around $500CAD for those who did it here in Toronto).