Yes, you should replace your filter regularly.
For anyone curious, the process was covered in this thread with pictures.
www.mazda6club.com
For anyone curious, the process was covered in this thread with pictures.
Mazda 6 GJ ATX Transmission Pan & Filter Replacement!
Turns out these cars have a Metal transmission pan! For starters you got a little spot in the corner for your nice big pan magnet, which you can see at the top of the pan. Mileage was at around 103,000 miles when the service was done. I don't think the bottom of the pan looks too dirty for the...