Octane
I have had several cars that had turbos (none of them Mazdas admittedly). '02 GTI 337, '02 Beetle 1.8T and another that I am totally spacing out about right now, WTF??? Any how, ALL of their owner's manuals said they need a minimum of 89 octane (CDN spec), which beleive is 91 US spec (we are (MIN + RON)/2 and you guys are just RON I think???).
However, one day I opened "USA Today" or "The New York Times", and on the second page there was this huge article about the hoax that higher octance gas was these days. They quoted engineers and CEO's of Chevron, Shell, Texaco, Esso and Enron. They all said there was no need to run anything above basic gas in ANY car (they included 911 Turbos and Enzos in their ANY - however if you can afford one of these cars and are putting 87 octane in, you deserve the death penalty

) because car computers are so advanced today they can all deal with pinging. And if the computer can't any garage with a computer interface could adjust the timing anyhow.
The one exception they made to this was... People who tuned the crap out of their car, and people racing their car. One CEO (I think it was Shell) quoted some huge test they did on a 911 turbo. He said that after driving the s*** out of the car on 87, then 93 octane, they only noticed a 4-5% difference in horsepower, and that's in a "super car". So for everyday driving in 99% of the vehicles out there, it is simply a way for manufacturers to either make their car sound special ("you need to run higher octane in an engine this sophisticated") or to alleviate any need to adjust the timing at all.
In older carburated cars it was much more neccessary to run higher octane, as far as I'm aware.
For what it's worth, I have only ever run mid grade and higher despite reading this article. Either it's piece of mind, or the fact I love feeding my babies "Perrier"!!! (thumb)