FYI Mazdas are a B!tch to program.. not as easy as slapping a turbo in and throwing a basemap like we do with our cars. The ECU is locked and you need specialized access tool that generates a access key to get into the software.
I had a 2003 Mazda 6 that I sold to my mother cause it was such a PITA to do anything to.
Here's a good article at the mazda 6 forums to refer to to fully understand what you are lookign at getting into.
http://forum.mazda6club.com/mazdaspeed6/209225-ecu-tuning.html
Just realized that was in relation to the mazdaspeed 6... but still gets the point across. FOr a non "speed" series you may have to look into a piggyback module IIRC