Let's make it easy, as this is a question about any car really, much less a reliable one like a Mazda. Disregard any of the links inn the below search that are obviousl that they are from a Ext Warr. Company
If I drove almost anything European, especially any British cars like Rovers, an extended warranty is essential. And BMW's leak constantly, so there as well. But a Mazda? Nah. Just have an emergency fund. (Which you should have anyway!).