I do know if you have to replace the fuel filter(s), you must replace the fuel pump too, as it is all one assembly. This will cost around $500.
Found all this on the Mazda3 forums...
Thread #1
"The Mazda3 has two fuel filters (coarse on suction side and fine on discharge side) which are both in the fuel tank as part of the fuel pump (accessible by removing rear seat and fuel tank service cover). Opening that service cover up will make the interior smell like gasoline, so I think I might just avoid it until necessary. If your filter plugs up to the point that it needs replacement, the power will cut out at high throttle (won't be able to supply enough fuel). No damage will occur, and the car will still run."
Thread #2
"So I emailed mazdausa.com, and asked:
I don't see the fuel filter listed
under "scheduled maintenance" table, does this mean that any repairs resulting from clogged fuel filters would be covered under warranty?
Here's the response:
In regards to your question, Mazda has done long term tests and has determined that it is not necessary to replace the fuel filter(s) in the MAZDA3. Mazda does recommend that you follow the Scheduled Maintenance listed on page 8-4 of the Owner's Manual. Please refer to your Warranty Booklet for more information regarding your MAZDA3."