A new transponder key will cost you ~$18 cut to your car and shipped to your door from Jason at
www.onlinemazdaparts.com. Other online guys will probably give you the same price as well.
-Standard transponder key ('04-'08): Part number
F1Y1762GX. MSRP-$23.65,
Website-$18.92
Incidentally here's the info. for a new remote
-Standard remote fob ('07-'08): Part number
BAN6675RY. MSRP-$141.05,
Website-$117.84
Like others said to program more keys yourself you need two working keys, otherwise they have to plug in to the computer and do it manually. It still shouldn't take more than 5 minutes or so, so if they refuse to budge on the price try checking around with other dealers. I recommend you go ahead and get a third key as well, that way if you lose one in the future then you can still buy a new one and reprogram it yourself without having to go through the dealer again. You can have up to 8 keys and 3 remotes.
Whenever you program keys you have to program all the keys every time, not just the new ones. So when they program in the new keys any previously programmed keys that aren't reprogrammed at the same time will no longer start the car. They will still open the door, but will
not start the car. Programming a remote is super easy and will take you less than a minute to do yourself, absolutely don't let them do it unless you can't do it yourself.
If you bought the car new from them then they should be replacing the key and remote that are missing and not charging you a dime for them since
they lost them. If it was used then you're a tad SOL in that respect.
And I take it those sweet all-in-one keys on the other Mazdas don't work?
Unfortunately the flip keys for other models only work up to the 2006 Mz3.... we've not found one that actually works with '07+ Mz3's yet. To clarify that they key itself will work just fine (after programming), it's the remote portion that can't be programmed. However my flip key works quite well on my '05. 8)