I had been bitten by the AWD bug as well, This is my 5th car and the first FailWD and so far I dont likey, I miss RWD burnouts and 4WD in a muddy lot, so i have done some research and for the amount of money it would cost to transplant the entire drive train from an AWD car it would be smarter to sell the P5 and buy something else. If it were someting you really wanted to do i think it could be done. Perhaps a Subaru full drive train swap? but you are looking at a rediculious amount of custom fab work that would have to be done. the car would have to be gutted so the center hump could be re fabbed to fit the rear drive shaft and all the mounts for the motor, transmission, steering, suspension, and brakes would all have to be custom. All of the electronics would have to be hooked up and if you ask anyone who has done a swap before, it SUCKS A$$. Most likely by the time you finally got all the bugs worked out and it road worthy you will have spent a lot of time and even more money, you will have spent enough to have put a sweet down payment on a brand new WRX. Shipping the parts for the Familia AWD would probably be alot easier and cheaper than a full powertrain swap.
Sorry for being a Negative Nancey but that was Mazdas biggest mistake not importing the AWD system and offering it as an option in North America. I love my P5 but I dont know how long I can resist the temptations of an AWD system.