spark plugs - walmart is ok, the stock plugs are iridium or something special, make sure to get the same kind. You can pull one plug and use that to get an exact match for the manufacturer & part number.
PCV valve, shouldn't be needed, it's on the front of the engine I think, i'd use a mazda part here if it needs to be replaced.
Air filter, check it - but if it's not dirty you may not need one. The stock one is a very fuzzy paper, and I saw no performance difference going to a K&N - so that basic filter is under $20.
Fuel filter - any generic brand will do fine, though it's not likely you need one unless you have over 150k on the car. Autozone etc...
Oil filter, this is something you should change every oil change, they have them at walmart, napa, autozone etc... no real performance difference in the brands for the everyday drivers car.
Good luck with car work
Dave '07 M3 GT, manual, - black
Adders: backup sensors, current limited hi-beams (for long life), Fog light on with running lights (t=44332 PAGE2), low beam aiming switch adjustment (t=47722), dash squeak reduction, badges removed, door bumpers removed, auto up/down windows, under seat subwoofer, True hidden hitch (t=53213), rear camber fix (t=53425)
Info / help: outside running lights only as DRL (t=54453)
link example http://www.mazda3club.com/mazda3-mazdaspeed3-98/drl-my-corner-lamp-54453/