The way Mazda's keys system works is this. You can have up to eight keys programmed to start the car. Keys can be programmed in two ways. Way number one is you program them yourself for free in about 15 seconds. Way number two is the dealer plugs into your car's computer, clears out the existing key codes and inputs all the new ones.... this takes about 45 minutes and will cost you anywhere from $50-150 (depending on the dealer). I think you can guess which one you'd rather do, right?
The catch. You can only use the self programming (way number 1) method if you have two working keys in hand. That means if you lose one of your two keys that the ONLY way to get a new key programmed is to go through the dealer. On the other hand if you add a third key now and program it yourself then you're protected from every having to visit the dealer for key programming. If you should lose one of your three keys then you can just go out buy a new key, and since you still have two working keys you can program in the new one yourself. As a bonus the way the PATS (Passive Anti-Theft System) works anytime you program in new keys you have to reprogram in any existing keys as well. So if you lose your third key you can just reprogram the two you still have and that lost key will no longer start your car.
Mazda uses a standard transponder key across basically all of their models, though the chips can differ country to country. All NA 3's will most certainly use the same key though. The standard key is p/n F1Y1762GX and will run you about $22 from our forum sponsor at
www.onlinemazdaparts.com (Jason aka bagman1). Even if you continually lose keys and keep having to replace them you could do this four times before spending as much money as a single key/programming from the dealer. Jason will even cut the key for you for free to save you the trouble.