Lighting
 

Where are all the lights in a 2007 Mazda 3i?

You might need to narrow down that question as there are a lot of things which light up.

hahaha
yeah...

um i guess, which lights can i change from red to blue?
if that narrows it down much

there are two map lights, a dome light and the trunk light, i prefer superbrightleds.com for quality lights, use sylvania.com to see what size bulbs you need and just cross reference to the superbrightleds.com site

Since the only interior lights that are blue are the cluster and dash lights I assume that's what you're talking about. Now to make this interesting only the lights behind the AC controls are actual bulbs, the rest are LEDs. They can be swapped out with blue LEDs, however it requires complete disassembly of the cluster/HU and desoldering/resoldering a whole bunch of really little LEDs. There's a thread on M3F with a great walkthrough on how to do this.

As for other lights like d-machine said there's the map lights, dome light, glove compt. light, ashtray light, etc.