What else is wrong?
 

I have a 2004 RX8 that just had spark plugs/wires, new battery, cabin filter and air filter done at the Mazda dealer Saturday ($500). Was on my way to work this morning and the engine light came on. Took it to Auto Zone to get it checked and the machine said it was a failed heated oxygen sensor-bank 1 sensor 2. Mazda dealer wants $470 to fix it, that is insane. The part alone at Auto Zone is $180.00. This is very frustrating. Anyone else have any problems with this?

Have you noticed any power loss... especially in the upper RPM range?
Maybe its your rear sensor telling you the catalytic converter isn't running efficiently.
And the cat is covered for 8yr/80K miles (I believe) under warranty.

haven't noticed any power loss really mostly running slightly rough. According to the Auto Zone reading it's one of the front oxygen sensors. I'm thinking maybe it was messed up when the dealer changed the spark plugs., not sure but not real happy.

Unlikely the front O2 sensor was messed-up while changing plugs... especially since they are on opposite sides of the vehicle ;)
Were any other codes generated besides the FO2S?

Interesting, the Mazda dealer told me that the spark plugs where located very close to the sensor. The read out say's: Troubleshooting: P0037

P0037 = Rear O2 sensor

Wrong forum...this is for S2 not 04 issues