JJ,
I have the first year run of the Mazda 3 (2004), so if anyone was going to be the preverbial guenie pig, it would have been me I would think.
I really have not had any major issues....replaced fuel cap under warranty, replaced o2 sensor under warranty. I drive aprx. 3k miles/month, so I have had a lot of seat time in the car, and it is a fun car to drive, looks good, handles great, fuel mileage for me driving 70mph is 30mpg.
The tires they are putting on the car suck...Goodyear Eagles RSA. Great on dry land, very lousy on wet/rain conditions. I switched them out with 6k on the car and went with some Kumho Ecsta ASX on all four corners.
I have a Magna Flow CATBACK exhaust.
The Protege that the 3 replaces has an excellent track record for reliability. Excess of 200k on the car and it is still going with no hick ups is the norm from those I have spoken too.