Problems I've had with mine was a weird headunit/jammed CD player which Byers covered under waranty for free, no questions asked. Also grenaded the passenger side motor mount, which seems to be a common problem, just bought a new oem one and reinforced it and it's been good ever since. I get between 31-38mpg depending on how I drive it. As for those with A/C problems, that's only an issue with 04-early 06, Mazda has since revised it. Mazda3forums has a nice (and cheap) fix to make it much better.
TWM short shifter has been epic win for the 40,000ish miles I've had it.