I got to test drive the beast this past monday. I was impressed as well. It pulled really well and handled like no other. It was wet out, so I got to put the AWD really to the test. My only complaints for the car were the clutch feel: The engagement zone was really freakin small and I couldn't launch the car during normal street conditions without it jerking, and I'm a pretty smooth driver. The other complaint I had was the low seating position, in the tight dealer parking lot, I didn't feel that I could see the front corners of the car that well, and I'm 5' 11", not exactly short.
Other than that, though, I'd say that it is a good deal quicker than my mom's 2002 Audi S4 and my dad's W8 Passat. I loved the interior and driving position (albiet low) and thought they turbo mapping for the power curve was spot on. Unlike the Evo VIII that I had the opportunity to test this summer, it had no turbo lag, but very similar strength in power.
If you've got the money, I'd say buy the sucker because you're gonna get more respect in this from the professional crowd rolling up in this thing than an STi or an Evo, and you'll whoop up on the kids who don't know what Mazdaspeed really means...