I'm not an expert, just in the mood to post

From what I've read and other people have said, changing out your cbe (cat-back exhaust) is really only going to net you 5-10 horsepower and in some cases, lots of
unwanted noise (depends on who you are). When Mazda dyno'd 30 horses from their intake and exhaust, 25-ish came from the intake.... start there. Also, exhausts are expensive. If you want power, spend your money elsewhere. If you want noise, there are easier and cheaper things you can do to make noise (more on that later).
What you really need to make power on the exhaust side is a new downpipe and test/race pipe. The downpipe is a majorly holding back power. Turbo XS has a stealthback system for under $500 I believe which is just that, downpipe and racepipe. It should give you some growl, but maintains the factory cbe and mostly volume levels, yet yields great power gains.
If you are like me, I want something easily changed out or something Mazda won't care about in case warranty work is needed. I have ordered my testpipe to replace the second catalytic converter. It should help a little bit with power, but keep close to the same sound. It is also easy to change out. A lot of guys are having muffler shops weld straight pipe in place of their resonators and/or mufflers. I am going to have one resonator done for sure, and then see how I like it before taking further steps. When exhaust systems are easily $600, $40 for the "Midas Special" seems like a great idea to me.
If I'm way off bat, someone stop me, but I'm pretty sure I'm right on track. So what did I say? Oh yeah, factory cbe is alright, but lose the downpipe for sure, unless you are worried about warranty. If it's simply for sound, you've got a bunch of other options!