This car warps rotors too easily, be careful with that.
Mine warped at 10K, not too hard driving either.
Luckily dealer covered the resurface job on that one.
Also, pick your brake parts carefully. Cheap pads or rotors (if you choose to replace them instead of just resurfacing your stock ones) make for a bad decision. Remember, this car has record-breaking brakes...and you'll lose this advantage with the wrong pad. Similarly, you may actually GAIN if you pick the right pad.
Which ones warped front or back?
Yea, this kind of stuff is easy. But, i will gurantee you one thing, you will have pride in your accomplishment and gain more confidence with doing other maintence or upgrade components in the future. If you get stuck, just post up and we will help you out. Be sure to get that Caliper tool, its quick and painless that way!
This is my first Mazda, but see if you have dust seals on the rotor. if you do, you will need to remove them with a brass punch and hammer, otherwise, they will charge you for new ones. It also wouldnt hurt to repack your wheel bearings either.
I changed my old mz3 pads without that tool; it was not quick and definetly not painless.lol
I could be wrong here but I seem to remember doing brake jobs without bleeding at all just never crack open the bleeder things and do it dry.
I think it is probably good practice to bleed your brakes often, definitly as freqently as you replace pads at bare minumum.