I go to the dealer; they best know the vehicle and what to look for. Just tell them you want to approve any service before it's done, and have them make a distinction of what must be done versus what will need attention soon when they create the inspection document. You can then take the vehicle to anyone you like for any necessary service or DIY.
I haven't done it often, but for my GMC truck it was $85 and the Mazda dealer charged me about the same. I also always use the Mazda dealer for wheel alignments (any make / model) because they are equipped to do 4-wheel alignments (as required for RWD vehicles with fully independent suspension, eg: Miata and RX7) and will align to my spec, and will align with a staff member in the drivers' seat (they grab one of the women, or one of the parts counter guys). YMMV
Now, if you are asking about some requirement to Safety Inspect a vehicle before it can be registered, go to the guy who accepts bribes.