Truth be known, a lot of guys spend way too much on oil and obscess way to much about it. Any oil from a major brand that meets or exceeds the specification for weight and service duty as set forth in Mazda's owners manual will provide the protection needed to assure that the engine will never have an oil related failure provided:
(1) the owner changes the oil faithfully at or before each scheduled service interval
and
(2) the owner uses a high quality oil filter with each change
Personally, however, I do think that synthetics provide additional protection in turbocharged engines because they do not "coke" or produce solid residues from the extreme high temperatures associated with the oil lines that pass through the turbo center housing. Those temps can reach or sometimes exceed 1500 degrees F., and conventional (dino-based) oils do not hold up as well or for as long under those operating conditions, especially if you drive your car like a horse that has been "rode hard and put away wet."
I use Mobil 1 Synthetic. I DO NOT find it to be a cause of fuel dilution, comparing my oil tests with others on this board who are using other oils. I'm not advocating Mobile 1 as "better" than other well-known synthetics. It's just that I've used it successfully for many years in a number of turbocharged applications (high boost modded Saabs and Volvos in particular, going back to at least 1984) and have never experienced any sort of engine oil related issue.
One last thing. Avoid "racing" formulas, whether conventional or synthetic or blend. Such oils may provide arguably better lubrication, but deliberately do not contain many of the additives used in oils on daily driven vehicles. Those racing oils are intended to be drained and changed after each and every race. They do not hold up well except for short periods of competition use.
Conclusion. Consider any good synthetic from a recognized name-brand national manufacturer with the correct specifications per Mazda, for superior "anti-coking," which may extend the life of the turbo, but any good oil that meets Mazda's specifications will protect this engine itself. Beyond that, use your favorite label within those parameters, with full confidence that your engine will not be harmed.
