For Mazda parts that are available in the US (like the spare tire, touch up paint, etc) I've found Trusseville Mazda's parts department hard to beat. Prices are lower than anyone else I've found. Check out http://www.trussvillemazda.com/
For Mazda parts that are NOT available in the US, ie, JDM market parts such as the rear fog light, navi trey, etc, you can do no better then CanZoomer himself. I would assume you can post your requests here and he will hunt down the parts. Check out this thread http://www.rx8club.com/showthread.php?s=&threadid=12451
and this thread Navi tray(Japanese dealer option)
For non-Mazda parts, check out the Vendors and Classifieds section of this board first, and if you don't find what you want there, just start reading the threads on the board, especially under the Tech and Performance section... you'll find LOTS of links to vendors. Finally, it's also worth keeping an eye on eBay, just do a search on "RX-8" and "RX8"
Hope this helps...