I was lucky enough to be able to do the various Mazda Rev-It-Up demo days. For those that didn't do it Mazda did a national series of "autocross" days, typically 2-4 "lessons" (like slalom, turn in, braking, smoothness) and one timed run (for real). I don't know if anyone here did them but they were a lot of fun. I went to the Englishtown one each time.
Ringers took the timed runs, guys who were current or former national 'cross champs. It was a totally different world, like bike racing to group riding. I did a decent-to-me run one year of maybe 39 seconds, the winning time was like 36, totally different, so much faster, crazy fast, like watching pros after doing a Cat 3 crit.
Anyway we got to drive the Protege Mazdaspeed turbo, Mazda3 (not MS3), 6 (that was the first year), 5, the CXs (you had to get within 18" of the cones, no closer, no further), Miata practice (salad bowl on hood with ping pong balls, go as fast as possible without letting balls spill out), Miata as final timed run, RX-8 (first time I was a passenger with a pro - that was eye opening, esp after my own drive; he also pointed out something I do that I didn't realize, related to heel-toe stuff).
Although I like the Mazda line, I like their approach to the performance thing, I can't get over the relatively poor mileage. It's a principle thing, not a function of budget. It's the same reason I didn't consider another Nissan or a Honda (my bro has a current Si).
For what it's worth the Mazda 5s had a hard time with brakes - they had to keep rotating out cars due to fading. Otherwise, even with all the tire squealing, the clutch burning, etc, the only thing that kept cars out were tire and brake changes. Even the turbo cars were okay (except the Protege, which was severely cooked in a straight line acceleration/brake run), the RX-8 was especially good in a course that started with full out acceleration followed by a lot of swerving.