Sorry, ended up out of town...
Parts were ordered through Montgomery Mazda in NC http://onlinemazdaparts.com/
This site is GREAT as you can order anything with a Mazda part number. I even ordered a 49 state under-hood emissions label... you know... for my replacement hood...
1x N066-50-121 Guard (r) $6.47
1x N066-50-131 Guard (l) $6.47
These are the little guards that tie the bumper inlet ducting to the nose.
2x N066-50-E13A Slide, Front $2.95/ea
Snap in clips that replace the football shaped clips on the 99/00.
1x N067-56-132 Guard (r) M $26.17
1x N067-56-142 Guard (l) M $26.17
Front lower inner fender liners. The outer edge is profiled a little differently, the nose on the 01-05 is slightly wider so there is a gap between the 99/00 liners and these 01-05 liners.
there are a couple other part numbers...
2x N066-50-M15 Seal, RUBBER $1.80
2x N066-50-M25 Seal, RUBBER $1.80
These are little rubber seal things that stick to the nose and keep things from rubbing and damaging the paint. I ordered them because I'm crazy, but I won't apply them until after I get my nose painted.
My MSM headlights were REALLY hard to pop into place, I believe there might be a different part number for the square plastic headlight mounts. I eliminated the plastic bushing thinguses and slipped a short piece of vacuum tube or windshield fluid tube over the steel studs on the headlights and they slipped right in.
Hope that helps! Let me know if you have any other questions.