First things first, is it the Skyactiv model? If so, this limits your want for boost. Skyactiv engines are extremely high compression, and therefore, can only run minimal amounts of boost without going zoom zoom boom. That being said, they can be boosted, and with only 3-4psi can make good numbers.
If it is a standard Mazda engine, it can be boosted no problem, although it will all have to be custom and will be time consuming, and expensive.
Most people will say what everyone says. If you want serious power, sell it and buy a speed, but I know that some people don't want to sell their rides, and might want to be different/do some of their own work.
So, without it being a major pain in the ass and having to fabricate/source all your components (turbo, oil lines, water lines, intercooler and piping, intake, downpipe etc), Mathew Wilson at OrangeVirus Tuning makes turbo kits, which include everything needed for all Mazda 3 models. His website is at:
OrangeVirus Tuning
No, I'm not getting paid from him to say this, just telling the truth. He has been proven to be one of the best tuners in the Mazda game and his turbo kits are the real deal. Here is a video of one of his kits/tuning on a 2.5 Mazda 3:
https://www.youtube.com/watch?v=etTO_kZPKTQ
I would say contact Mat and have a chat if you are serious about boosting your ride. Other than that, to get the most out of your N/A engine, you can do the bolt on's (intake, cat back, extractors/headers) and than get it tuned by Mat, which will boost the whp from around 120whp to 150-160whp (depending on fuel octane and other conditions), but you will need boost to have a serious increase in power.
Hope this helps ya, any questions let me know, but whether you want an ordinary N/A tune, or a turbo kit and tune, Mat will be able to sort you out

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