I'm going to start off with 3 that I authored so far, and I will ask the mods to add more to this post. Feel free to add yours or other posts you find useful. However, I ask that the mods only add the really useful links to this OP so as to keep it concise and not confuse the person who's already finding it dificult to search for info.
Mod Path Series - Stage 1+
Mod Path Pt.2 - Stage 2+
Mod Path Pt.3 - Fully Bolted & Beyond
As posted, there are existing tuning guides, however, unlike 90% of hard parts, tuning technique and technology will continue to change, so that will be an area that will likely need to be updated over time. As of the now, I'd refer to Cobb's official documents, such as the Tuning Guide that comes with AccessTuner and then seek out guides such as an updated version of Abilor's Tuning Guide for the DIY'er.
Cobb Tuning: Difference Between Gen1 and Gen2 MS3 ECU [discusses fundamentals of fuel control, such as "Why do I need a fuel pump?", with specific info for Gen2]
Please feel free to add yours below for the mods and others to consider adding to the main post. I also encourage everyone to go thru each of the stickies in the General Mazdaspeed3 section. There, you will find a lot more information such as, recommended Engine Oils, and past technical Service Bulletins (TSB), along with the fun we all have here in the Random Chat thread.
MS3 Engine Oil Discussion
Official 'smoking turbo' TSB & Discussion [Gen1]
Random MS3 Chat Thread
By familiarizing yourself with the above, it will make it a lot easier for others to help you as you will have established an useful technical foundation for others to share meaningful answers with you on, rather than walking thru Automotive 101 to ensure a concise and relevant technical response will be appreciated. Enjoy your car, your stay on TM3 and all the personalities here that make it a great place to hang out and learn more about your car.