the CAI install should not be a terrible ordeal. many people are simply intimidated by the idea of "ripping their car apart" and end up paying mazda to do it. the install is actually not nearly as bad as they usually think!
the MS CAI itself will always be warrantied whether you installed it yourself or had mazda do it, so save yourself a good 100-200 and do it yourself!
(mswerd) The install is extremely straight-forward and is not a daunting task even for novices. Removing the splash guards and the damn plastic attachments is the toughest part.
Took me about 2 hours (and 3 beers) from start to finish.