This video I made shows how to swap the factory .75 ratio 5th gear set on your 04-09 Mazda 3 with a higher .71 ratio set. This will lower engine RPM by about 200 RPM at 65 MPH in 5th gear and should give you a 1-2 MPG increase. There is a higher .68 gear set but it was only available on Mazda's equipped with a diesel engine that weren't sold in the states. I also replaced the 5th gear synchronizer ring since it would sometimes grind. This swap is only for vehicles with manual transmissions.
You can buy the .71 gear set online: http://www.crossoverauto.com/crossovershop/index.php?main_page=product_info&cPath=5_14_32&products_id=1947
You can also source it from a vehicle in the junkyard. 97-02 Ford Escort sedans and wagons have this gear and are pretty easy to find.
This is how you remove the gear set from the Escort: http://www.feoa.net/threads/5th-gear-only-grinds.82884/#post-734651
You can also get the gears from other Mazda's like the 626 v6, MX6, and possibly the Ford Probe. I'm not sure of the details though.
Synchronizer ring part # gc03-17-265
http://www.jimellismazdaparts.com/products/RING--SYNCHRONIZER/1868400/GC0317265.html
Please understand that this is my first how-to video so its far from perfect but it shows what needs to be done.