YOU CANT CHANGE YOUR OIL TOO OFTEN OR TOO SOON. PERIOD!!!
Just because Mazda says that its OK to change your oil every 5K (or 7k miles(shocked) ) miles, doesnt mean that you have to wait that long.
Now for the oil lesson. (rant)
There are two things with oil that you want to protect against.
Oil breakdown and Oil contaminates.
Oil breakdown occurs usually due to three things: hard driving, excessive heat, or excessive mileage. This is where the manufacturers recommendation comes from. Most of us will never dirve there cars hard enough and generate enought heat to break down oil. Mileage is the culperate. With todays oil, 7k miles is usually OK for this.
Now something that the manufacturers don't look at closly enough for me is contamination. How does oil get contaminated? Well there are two things that are the biggest contributers. Condensation and blow-by. Condensation - this happens as your car cools or sits for periods of time. Your crankcase is not completley sealed. Moisture will get inside and condensate. This effectivley causes water in the oil which will cause it to seperate and also cause corosion inside. Today's oil has additives to help with this, but I wouldn't trust it. Dealing with cars that sit around a lot, this is more of a concern. But for people who drive there cars everyday, not so much. Blow-by - your piston rings DO NOT completely seal the air fuel mixture inside the combustion chamber. Some WILL get past the rings and into the oil. When this happens, gasoline gets into the oil. Now you may trust that not much will be getting into your oil over 7K miles, but I won't. Gasoline and oil do not mix! The longer you drive, the more gets in there.
That is why I change my oil every 3-4k miles. CONTAMINIATION.
Thats all I have to say (blah)