If you search around this and other forums, you will certainly find opinions that diverge tremendously concerning rust proofing. When I looked into this, I did find that Krown is very well regarded and trusted. As for the holes drilled into you car, I would not worry too much. They use grease around the holes and plug them with plastic caps, so rust should not form around them. I had oil based rust proofing on my Protege 5 for years, and no rust ever develloped around the drill holes. I did crop up just about every where else though...
Which brigns me to the my next point. The only evidence you will find anywhere on the actuall effectiveness of any rust proofing method is anectodal at best. Someone on a forum that says "I had mine rust proofed and never got any rust" is not proof: nobody can tell if the car would have rusted or not the other way around. My experience with rust proofing (also anectotal, keep in mind) was not very good. My Protege 5 rusted like crazy, worst than most I would say, despite the so called rust proofing and the hundreads of $ invested.
One thing that you must worry about more than the holes is the rubber and plastic turning to goop. After just 2 or 3 years, all of the rubber fittings around the doors and under the hood started drooping badly. Rust proofers must be extreemly carefull about protecting rubber and plastic, but they usually aren't.
Also, expect to have a car that looks dirty all the time. Mine had black gunk under the doors a week after any wash. It washes easily enough, but it always comes back even several months after the application and is super ugly.
Suffice to say I won't be rust proofing my CX-5. I think Mazda has come a long way with better paint and processes over the last few years, so rust should be less of a problem. Just my personnal experience; yours may varry, but know what you are getting into before you start.