I have no idea who makes Mazda's stereo gear but they're owned by Ford and their gear is hmm, mediocre to say the least. You can get a facia adaptor to fit an aftermarket headunit no problems. Take a look
here. Mazda will probably sell an adaptor too, check your local dealer. You should be able to get a remote adaptor too so that you still can use the remote stalk controller. You usually need to buy it in 2, the vehicle interface and then the radio interface for your chosen brand. Take a look
here. If you want to maintain the OEM look, a headunit like
this would be a good choice. Their ebay store usually sells them £50 less. They make headunits for Aston Martin, Porsche etc, so should be good and my mate has one in his Audi and says it's good.
Fitting component speakers (DLS, Rainbow, Focal, Infinity, Genesis, JBL, SPL Dynamics, the list goes on) in the front and a sub seems to be the way to go, get a 3 channel amp or a 4 channel amp bridged to run in 3 channel mode plus run the rear speakers off the headunit for your rear passengers.
The world is your oyster regarding your choice of amp, sub and speakers though. If you really want better sound, you will need to amplify the fronts. It might be worth sound deadening the doors or at least behind the speakers using a Dynamat kit. If you don't want to go the whole hog, there are plenty of good quality coax speakers around, take a look at JBL and Infinity.
It really depends on your budget and what you want to achieve but I would change both headunit and fronts at least. I have done one without the other in the past and only ended up disappointed.
Take a look at
www.fourcars.co.uk who are a national installer network if you don't fancy doing the work yourself.
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