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.