The install is NOT PnP and there should be soldering involved. Soldering makes a better connection and there is less chance of a wire coming loose, etc. Also, heat shrink should be used to make the connections more durable. Spare no effort as this is the ECU we're talking about.
As mentioned before, I did it last night with Jordan's help and it, daunting though it may seem, it's really not a big deal. You just have to be absolutely sure that your checking and rechecking your work. The Mazdaspeed6 ECU has four connectors and you have to connect to at least one wire on every connector. Connector 1 (shortest wires) is the toughest but thankfully there is only one soldering point on that wire. It's the first wire connected in the instructions and that doesn't do much for your confidence b/c its a total PITA. After that you mainly work with connector 4 (longest wires) and it goes much more quickly.
I had never soldered before so Jordan gave me a quick instruction and we didn't have much trouble.
Couple of things:
1. The front seat MUST come out. This is nonnegotiable. You will need assistance with maneuvering the seat out of the car.
2. There is crossmember on the floor board right where the middle of your back will be lying. Put a pillow, mat, upside down cookie sheet, etc. to minimize the height of this crossmember. I'm still sore...
3. Total install time was ~3-3.5 hours. Neither Jordan nor I had ever done this so we took our time and were very careful. I'm also including the time it took me to pretty up the ecu wires so that it looked as close to stock as possible. It is necessary to have help. You don't want to try this alone. Even if the help is not experienced, you'll need someone reading the instructions to you, handing you the soldering iron, solder, strippers, tape, heatshrink, etc. Get a good friend and a case of beer for afterward.
4. Because of the number of wires in the ECU, Mazda had to reuse some of the color combinations - sometimes in the same connector. The CPE instruction comes with full color photos and a wiring diagram so you can minimize the chance of error, e.g. the photo will show you that the black/yellow wire you're looking for is next to green, pink, and white/brown wires. It's not difficult to find the right wire but you need to know about this going in.
5. Removing the plastic sheath around each connector's wires will help you trace the correct wire so that you can tap in to it away from the connector itself. This just matters if you're trying to be stealthy.
6. You will need: wire cutters, wire strippers, razor blade, heat shrink, soldering iron, solder, electrical tape, 14 mm socket to get the seat out, and zip ties.
I have the piggyback installed now and the only thing different now is the boost is controlled at 15 psi and the car definitely feels different. There is less hesitation and power delivery is much smoother. It also keeps accelerating well into the 6k range. We haven't done any tuning but I'm psyched to get started. Lou showed me the graphical interface and it's really cool. Admittedly, I've never done this kind of thing before but it looks stupid easy to change lots of stuff. For that reason, I'll let the experts tune my car. I don't want that much power... now.
As for overall impressions of the install, I was VERY apprehensive in the beginning. Snipping that first wire certainly gave me a sinking feeling. After that though it was just follow the instructions. They were straightforward and easy to follow. The work is tedious, cramped, and uncomfortable. It is also certainly doable in a morning or afternoon. As I said, we did it in less than 3.5 hours.
Here are some pix (sorry for the low quality, only had my phone):
EDIT BY JDUB260:
Reason is that links to other forums don't work so I copied the images and added them here.
This shows the 4 Mazda connectors connectors AFTER the install.
This is the guts of the CPE piggyback tuner
I ziptied my piggyback in the space under the OBDII port. It's like Mazda left us the space just for this purpose...
This is a crappy shot of the graphical interface Lou was working with.