I have a 2004 Mazda 3 4door and i'm looking for some clear tail lens to replace the stock red ones. Does anyone know if the Mazda dealer sells them or of a good website that does?

Ebay, if they are made for your car.

Yup, agreed. That's certainly the best place to possibly find a deal on 'em.
Remember though the hatch and sedan tails do not interchange w/ea other.