that's why you should never go to a mazda dealer and inquire about anything! well, that's not true. some are pretty cool. anyway, the mazdaspeed exhaust that sells for ~200 is an axle back exhaust. the only cat back that is associated with mazda is the racing beat cat back.
you can get the ractive muffler, but that would mean you would need to weld the muffler on to some pipe that will replace the axle back part of your stock muffler.
from what i understand, the mazdaspeed axle back drones pretty bad at highway speeds. the racing beat is quieter in this sense. at 75mph, i can hear my intake over my exhaust. at 80, they are both equally loud. and by 85-90, things are screaming. but it's a nice sound... not annoying. well, that is unless you're on a 7 hour trip back to california.
i've found that running the air conditioning in conjunction to the injen intake and racing beat exhaust results in a loud ride. at 40mph around town with the rpms sitting at about 2K, i get a slight drone from the exhaust. it's definitely not the intake as my intake is quiet till about 3K rpms when it just roars.
the racing beat is nice, too because it is not showy. it doesn't look obnoxiously big. it's not tinny and beehive sounding. contrarily, it sounds deep, throaty, and makes your car sound like it has more than 100whp pushing it around.
drawback to the racing beat is cost. new, it will net around $400-$450 depending on where you are getting it from and who is shipping it. you are in the great white north, so shipping is definitely going to suck.
there are a few videos of people's exhausts on these here forums. enter in "exhaust video" in the search and a few should pop up. good luck.
hope this helped.