I can't say who's the best but I do have the CPE, they make excellent products, and they are the only one that guarantees that they will not throw a CEL. It is a bit more than the rest but IMHO it's well worth it!
I bought the AEM but have not received it yet. If you're worroied about warranty, go to the dealer and talk to them about the MazdaSpeed CAI they sell.