I am overall quite pleased with my 2004 Mazda3 5 door with automatic. I would agree with others that the manual may be a safer choice; my automatic just died with only 13,000 miles on it - very unusual. And it stranded us between Colorado Springs and Denver. It handles nicely, is quiet (with replacement tires), and has a great, functional interior. I love the steering wheel controls; use them all the time. It's a fun car, but this automatic problem, and an early ignition fault, make me doubt the long-term reliability of the Mazda3.
Steering wheel controls for audio, cruise. Nice auto-manual feature, useful for hills. Decent stereo and power for the size of the car. Seats are comfortable, but tip forward when raised.
Most improvements I can think of have been made with 2005-06 changes: Sirius satellite, heated seats. Hopefully reliability has improved as well.