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Depends on which model. The Skyactiv models don't drive as good as the normal models but you do get great fuel economy. But yes they do in general drive very zippy.
 
I think there is an element of fun to Mazda's that is above and beyond their competition. But you have to compare it to their peers. A Mazda 3 vs. Civic, etc. I've owned two Mazda's and they don't break any 0-60 or top speed records but the throttle is responsive (not as much lag as an equivalent horsepower American car) and they handled way above their price class.
 
I've owned three Mazdas in a row: Protege, Protege5, and Mazda 6s. None were the fastest in the class, and to be honest, the MPG is often lower than competitors. The SkyActiv is correcting that, though.

I became a convert back in mid-90s. I was looking for a smaller car along the lines of a Civic, Corolla, etc. I drove the Protege (original generation 94 model), and fell in love. The steering was crisp and quick, and the car was a blast to drive on curvy roads. The same is true true with the Protege5, which handled even better. The 6 is probably one of the best handling front-wheel drive cars I have ever driven. The engine is pretty sweet sounding when you get it up in the RPMs, as well. Mine was an 04 model, so I can't say what the new models are like. I do know the 3 is a fine handling car, and is a blast (except for all the torque steer) in Mazdaspeed format.
 
I have a Mazda6 Sport Wagon (previous model) and I love it. They are better handling than Camry, Legacy or Accord. They're "tight" handling cars. Interior finish is nice as well. I'll give you it doesn't handle like BMW, but they say it was designed to be a more European style car than the Japanese typically make them - and you do notice it. I like having a car that when I punch the gas, it picks up and moves... The V6 helps with that but the Mazda 4 cyl does alright well. I drove it and fell in love w how well it handled, so I bought it. Reliable as well.

Gas mileage isn't bad, but it's not great either.
 
I've been looking at the Mazda3. From what I can tell on the website, in order to get the SkyActiv stuff and an automatic transmission, I need to jump up a trim line to the 3i Grand Touring model. Apparently, you can't get automatic with the 3i Touring model. But the GT has things I wouldn't add to the basic T version, plus it starts at more than $4,000 more! This makes it much more expensive than a Corolla LE.
 
I had seriously considered buying a Mazda3 but the poor fuel economy of the drivetrain l kind of turned me off from buying one.

The current Skyactiv Mazda3 models only arrived in the US market at the beginning of calendar year 2012, and they are very good models indeed.
 
I test drove the Mazda speed 3 just for kicks. Nice, fun car, but if I were buying in that class I'd get a VW golf

(r32 I think)
 
I didn't mention but I owned the Protege 5 (SICK handling car) and the Mazda5 (which is like a micro-van built on the Mazda 3 platform) which handled amazingly as well. I drove my brother's Speed3 as well which was amazing.
 
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