When I first had my MS3, I had the same problem, and was thinking about taking it to the dealer to figure it out. Was an intermittent problem between 200 or 300 miles, and then it just went away, hasn't happened since.
Seemed to me to only happen when I was driving under ten mile per hour, and its was a sorta of grinding whine, like the kind you hear from those Kenne Bell charged Cobras. At least, thats what the sound was like. All I had to do was pump the brakes once, and it would go away. I think its just everything settling in?
I think a lot of people forget that we have noisy diffs and gears in this cassette-style transmission.
You have got to remember that this car isn't isolated like a VW is, and is much more prone to providing the driver feedback of all sorts. I heard a lot of the noises you are talking about, and have had no problem with the car (except for the engine falling out like it did to lots of other people), and she's doing fine at 11K right now.
We have full floating calipers, which glide along the rotors (there is zero airspace next to the rotor), we have a limited slip differential, we have a few straight-cut gears in the trans...basically we have a track-ready car here and the noises show that. You're fine, honestly.
It will go away. I had it happen only once but over on the other forum, it has happened to a few people early on. It occurs when the car has been driven really hard and the brakes get really hot. It'll stop doing it after a while. It's the caliper(s) not letting go all the way. If it happens repeatedly then take it in but more than likely it will cure itself. Give the car some time man. You're extremely paranoid. Using your logic, I wouldn't touch VW with a ten-foot pole but I'm more more open minded and see the glass half full.
Thanks for the info, yeah I am a little paranoid, but I do have god reason to be that way. I went through this with my 6 but I cam back to mazda because of the value of the speed3 plus i got a awesome deal on it.
What about the gear grind? Can you offer any support on that issue?