I just fumbled through a passenger side bulb change on a 2010 5.
I had done bulbs on an '01 Protege several times. I had the knack there and it was a 7 minute job on each side. The 5 is a bit different - bulb is different shape, there is an adapter to connect the stock bulb to the wire harness, and I think the latch point for the clip is a bit different.
I had even done the drivers' side bulb a year or so ago. It was painful, but nothing like this. I simply cannot believe what a pain in the nuts that stupid retaining clip is to deal with. It's worse on the the passenger side because you're also fighting the fill nozzles for the windshield fluid and, I think the power steering fluid. You cannot see a motherloving thing, and even average sized hands cannot contort into the space.
Anyway, once I realized you needed to push down instead of up, I got it removed OK, with only one shiny new red hole punched into my finger tips.
The restoration was fricking painful though. I almost gave up, figuring I'd just use some kind of hi-temp sealant to glue the damned bulb into place and just pray that I sold this pumpkin before a bulb needed changing again.
Luckily, I ended up finding this thread
http://www.mazdas247.com/forum/show...b-in-Mazda-5&p=6085812&viewfull=1#post6085812
So, I had this insulated slot screwdriver that had been 'arc-welded' from a previous bit of live electrical work (unplanned that was. Pretty scary too

) . Anyway, the screwdriver's tip was mangled, so the tool was NFG. I basically kept it around for popping paint can lids.
Anyway, two minutes with a Dremel cutting blade, I managed put a nice notch in the end of this screwdriver that fit the retaining clip perfectly. With me using one hand to hold the bulb in place, this tool gave enough grip and leverage to get the stupid spring into place with the other hand
Now I know what I'm doing, and the next one will not take anywhere nearly as long. Still, no one should have to deal with a learning curve like this for a fricking basic maintenance item. All I can say is that the responsible engineer is damned lucky he's nowhere where I can reach him!