First, welcome to the forums!
Second.. Wow. That sucks, man.
Assuming it wasn't leaking before you went to Valvoline...
Worst case scenario: they cracked the oil filter cap. We had a silver 2004 M3H before this one and I made the mistake of taking it to a Saturn dealer with which I had a good working relationship (the '04
3 replaced a Saturn SL2). Yeah, they stripped out the center of the filter cap and then claimed that it was like that before they got to it, but they'd started in right away and it took them nearly 30 mins. to get to the point of telling me that and they hadn't rotated the tires yet. Honestly, I have no way of proving they stripped it, but on the same visit they also managed to shear off a lug stud by trying to torque it to 100-120 ft.lbs. after rotating the tires

mad

, so their track record isn't good.
Best case scenario: they wrecked yet another filter seal.
Anyway.. Offhand, I wouldn't take it to Valvoline or any other "instant/rapid" oil change place again. (Honestly, I don't know how they stay in business, screwing up as much as they do.) But that's only preventative advice..
Seriously, you've given the (poorly) trained monkeys at Valvoline two chances to do the job correctly and they've failed both times. It's time to take it to a professional who does more than just oil changes, preferably someone who knows Mazdas or even specializes in them. AAA.com has a "AAA Approved Auto Repair finder" and you don't have to be a member to use it. Also there's CarTalk.com and their Mechanic's Files.
Either that, or it's time to take the old adage to heart: "If you want something done right, you've got to do it yourself."
But know that if you decide to start changing your own oil, you'll need to acquire the proper equipment (a Mazda filter cap wrench, etc.) and if you're not already familiar with the procedure or materials, it can be found in this sticky thread in the How-To section:
http://www.mazdas247.com/forum/showthread.php?t=123667276
I don't change my own oil because Lil' Red's still under warranty -- no way am I gonna set myself up to get hung out to dry if something goes wrong. Also, I'm pretty lazy and can't stand tight places, especially when they're under 3,500 lbs. of steel, glass and plastic. Rotating my own tires and swapping out the summer/winter set is about all that requires jacking up the car that I'm comfortable with at the moment.
Yeesh.. Sorry 'bout the long post.. (ughdance)