I want to try to pull 4-5 more MPG out of this sucker but am not sold on the short ram or cold air intakes. K&N claims a 3 MPG (+/- 1) increase for the $50.00 filter. Anything that is warranty friendly that can be done other than this?
What others said about speed and tire pressure are dead on.
About cheap and easy MPG increases from a $50 filter or $100 CAI just think critically: if Mazda could have increased the gas mileage by even 2 mpg by spending another $40 to $90 more on the air filter, wouldn't they have done so? Were the Mazda engineers incompetent, the Mazda accountants that cheap, or the aftermarket pitch men full of it?
High flow air filters can make a difference with performance with wide open throttle, that is with the gas pedal pressed down all the way, by allowing the engine to bring in more air and fuel to create more power. But if you are driving with the gas pedal all the way down, I hope you probably aren't concerned about fuel efficiency at those times. The gas pedal controls the throttle which restricts air flow into the engine. If the throttle is restricting air flow already, it doesn't really matter if the air filter is too unless the air filter is really dirty and clogged. Driving with a more restricted air filter is not much different than driving with a lighter foot on the gas pedal.
I drive a 2012 Mazda3 hatchback with Skyactiv and a manual transmission. On long highway drives, I consistently average over 50 mpg as long as I keep my speed below 60 most of the time, the roads are dry, and the weather is above freezing. The only 'mods' contributing to this are highly worn tires inflated to 44-42 psi (but a larger and less fuel efficient tire size than stock: 225/45R17) and a ScanGauge to help me drive more efficiently (displaying real time gallons per hour, engine load or throttle position, ignition timing, and trip mpg).
There's a rich community of hypermilers out there who make a sport out of maximizing their fuel efficiency. Some of the best guides are written by Wayne Gerdes, who goes by the username xcel at cleanmpg.com. Look him up if you really want to increase your fuel efficiency.