Wow! A lot of misinformation on this thread. A new owner needs to read deeper and search more threads.
The Mazdaspeed CAI is alive and well and widely available for Gen 1 MS3's. What happened is that the first ones released did not have the internal air straightner plastic insert needed to properly guide the air mass column across the MAF sensor. Mazda stupidly left that out and had problems with ECU's not getting the proper voltage reading from the sensor.
Then Mazda stopped selling those until they could ramp up the revised MSCAI which did have the air straightener. AEM makes the CAI and Mazda just rebranded them. All AEM CAI's (which are identical except they don't say Mazda on them) came/come with the air straightener.
Regarding BPV's. Running VTA on a MAF controlled ECU is always going to be a problem unless you relocate the MAF sensor to the high pressure side and run it as a "blow through" setup. That calls for a different sensor and a hugely expensive aftermarket custom tune just to fart air to the outside.
Runnning VTA does more than just cause snorts, pops, misfires and other mischeif between shifts. The ECU learns. It is matching fuel to air that has been farted away. That super rich mixture not only produces misfires during shifts. The ECU is engaged in a tail chasing the dog scenario in which it is constantly trying to figure out why these changes are taking place and trying to make adjustments on the fly by the milisecond. It "learns" from this chasing, recognizes that it's running too rich and actually detunes itself over time. There are dyno pulls that show that VTA MS3's even if you get them running somewhat smoothly, dyno about 10 bhp or more lower than similarly modded cars running BPV's in full recirc mode.
Aftermarket BPV's or BOV's don't make power. The stock BPV is a dual diaphragm setup. It is very advanced. It has been shown time and time again that it holds boost extremely well to well above the safe boost levels for the K04 turbo. Grassroots Motorsports tested a highly respected aftermarket BPV (Forge) against the stock MS3 BPV and published the results in its magazine. While it found that the Forge could be adjusted to release quicker and therefore bring boost back up a little quicker in the lower gears, by the time the engine is producing full power (3rd gear and higher) the stock BPV was holding boost almost two (2) psi higher than the Forge. This is where these engines produce their power - under full load in third gear and higher. That's where you need all the boost your tune can safely produce.
OP needs an intake and not fart (excuse the continued pun) around with stuff like VTA BOV's and questions about downipipes without a tune. Intake - either good SRI or CAI (I prefer CAI) should be his first mod. And if you must have some sort of sound from the BPV, once you get rid of the stock air box and get a proper intake of either style, believe me the stock BPV will be plenty noticable.
And please remember that on the exhaust side, the stock CBE flows better than the maximum output of the K04 turbo. It may be the best OEM stock CBE on the planet. It's that damn good. The restrictions are all upstream of the CBE. And those restrictions are significant - the two low flow primary and secondary cats and the crappy pancake shape of the downpipe. But those are mods to consider later.
And those Bridgestone RE-050A's are really good tires. They are OEM on a lot of very expensive and exotic cars for a good reason. I can list a dozen or more very high performance cars running them and show you their track performance. They stick very well. Yeah, they don't last a long time, but they are stick summery rubber designed for max performance. I made a big mistake by switching to A/S Pirelli's. That's when you find out how good those OEM tires are. Now I gotta wear them out and go back to something more trackable. Probably RE-11's. I lost a full 2 tenths of a second in 60 foot times at the strip after going with the A/S Pirellis although they are super in the rain.
OP: Enjoy modding your car. You'll love the transition from your MPS. But, with respect, do some searching and read the threads. If you want power mods the advice in this thread ain't gonna get you much of anything. I've spent less than $1500 dollars on mods and have chopped five (5) seconds off of 40-120 mph times. FIVE SECONDS is HUGE. 60-100 mph is 6.1 seconds. That's the same as the 400 hp Camero SS and new Mustang GT's that run 12.8-12.9 quarters. I run 13.4 at 106-107 because we are FWD and because I can't launch worth a crap.