Don't pay more than $200 over invoice, less rebates. The rebate is $2,500, plus $500 recent college grad if you qualify. Invoice is $19,550 (including freight- check edmunds.com) or something like that. That means you shouldn't pay more than $17,250 or so (less another $500 if the college rebate applies).
Your best bet is to search mazdausa.com to see which dealers have the car/color you want. Then, call each and ask for their best price. Some dealers won't give you a price. Tell those ones no thanks.
Of the ones that quote a price, call guy who gave you the 2nd lowest price and ask him to beat the lowest. He probably will. Then call the first guy back and ask him to beat that. He probably will too. Congrats, you've more than likely gotten a good price at this point.