I've heard that the stock internals on the Mz3 are safe up to 300 hp, perhaps even more, and I've heard the 2.5L has a forged crank, so that's a good start if true. Also, Tri-Point tuned the 3 from SEMA 2009 without upgrading the internals or the drivetrain, and as I said above, it supposedly has over 300 whp (in case you're wondering, they added their own custom turbo kit and their rear sway bar, KW coilovers, RX-8 R3 wheels w/ Yokohamas, and a custom brake system consisting of pieces from an MS3 and a Mazda5 as well as parts from StopTech). Will you benefit from upgraded internals and drivetrain? Of course. Is it necessary? No.
Obviously, if you're going to do a turbo build, you wait until your warranty expires, or you find a dealership that is friendly to modding.