headliner
yeah, there is a bracket there, but i suspect you need the mazda oem install kit to really make it work well. better than nothing, though. we ended up having to put a little wooden shim to use on one end, since it is not the same depth on both ends. in the end it worked nicely, though. there is a padding on the top of the headliner that makes it really annoying to thread screws. i would recommend removing at least part of it. you have to be really super careful not to bend or damage the headliner, though.
and yes, you should be really careful around those side-curtain airbags. that could easily end in heartache.
you also have to be really careful just removing the plastic molding around the pillars, or you will break the connectors. the last thing you want to end up with is a rattly car. (well, maybe not the last thing. i would suspect the last thing you want to end up with is a car with screw holes going through the roof.)