I'm looking at the Mazda 3 MPs as well after sling my mk1 frs.
The wife's dad had two of them, their great cars so understated it's unreal. Just make sure the timing chain tensioners have been changed as they start to rattle really badly. It was a common fault on them (bad design) and should be changed with updated parts.
They are £490 a year to tax unless you go for the 2009 model which has slightly lower emissions.