A member sent me a private message asking some advise so I shared my thoughts and what I have done with my CX5 Sport and CX5 Touring. I decided to share that response here on this thread in case it might help someone else. I have also installed Damplifier sound deadening from the rear foot wells all the way back to the rear hatch and on all four doors, which made a 3 db reduction in noise when measured with a Radio Shack sound meter. Below is what I wrote.
There are a few things you can do depending on the level of sound quality you prefer. The simplest thing to do is to NOT replace the factory radio but just upgrade some or all of your speakers. The first CX5 I purchased was a 2013 Sport with the basic radio and 4 speaker system. I added some Pioneer TS-T110 7/8-Inch Hard-Dome Tweeters to the front dash under the left and right grilles, which adds clarity and dimension to the system. They were at the time ~ $30 for a pair. I was very happy at the time with just the added tweeters as an upgrade.
You can also change out the door speakers for new two or three way coaxial door speakers for an even greater improvement in sound quality, but you have to choose wisely here because the factory radio doesn't have much power. You want to choose a 6.5" or 6.75" coaxial speakers with an efficiency or sensitivity rating greater than 90, but this can vary a little. The sensitivity rating tells you how efficiently speakers convert power into sound. The higher the number, the louder the speakers will play. An efficient speaker helps you maximize your available power. Some great speakers for this are the Pioneer TS-A1675R three ways or the Alpine SPS-610 Type S 6-3/4" 2-way car speakers. The Alpine are slightly higher end speakers and may need an amplifier to sound the best. My wife currently has the 6x8 Pioneer 3 way coaxial speakers in her Mazda 5, which sounds pretty good on the factory radio, soon to be ungraded this weekend with a Sony single din radio and class D amplifier. For higher end brands look at the Alpine type R and X, Pioneer Premier, and Focal. The Nakamichi NSE65 seem like promising less expensive but good sounding coaxial speakers based on reviews.
You can replace the factory radio, but this is where things get expensive and complicated. For the 2016 CX5 as you mentioned, you will likely lose the commander control knob in the center consol. Crutchfield can advise you on this and they are a fantastic car audio retailer. They have the most generous return policy and great tech support and they ship fast. The CX5 dash accepts what they call double din radios, which come in touch screen versions and regular old fashion push button radios with a LCD screen. These will give you the best sound quality and options. If you decide to go this route than you will need a touch screen CD or DVD double din radio so that you can retain the backup camera function. The great thing about Crutchfield is that they tell you what fits your CX5 and with what adapters you will need. They will also provide you with customized installation instructions tailored for you vehicle. They back this all up with real knowledgeable tech support over the phone to help you every step of the way. The best head units out there are made by Alpine, Kenwood Exelon, Pioneer, and I think Sony has come a long way too. Look for features such as 4 channel preamp outputs with at least 4 volts (2V is just ok) and subwoofer preamp outputs so that you have more options for upgrading in the future.
With factory radios becoming more and more integrated into other automobile systems, there is a growing segment dedicated to factory radio improvement. Companies such as Audio Controls have some pretty slick and simple devices that you add to your factory radio to allow you to upgrade them with amplifiers and adjust them with equalizers and time alignment. They can also compensate for things like bass roll off, which is common on factory radios to protect the paper cone speakers. In my CX5 I added an Audio Controls DQ-61, which allowed me to add a Pioneer 4 channel Premier stage 4 amplifier with 75 watts per a channel. I upgraded the front speakers with Polk Audio (I do not recommend them) components with a crossover and the rears with Polk coaxial speakers, all 6.5. I purchased a JL Audio CP108LG-W3v3 micro sub and this is powered with a very old 23 year old Alpine amplifier, which still out performs many amplifiers made today. With the DQ-61 I am able to fine tune the system and use the time alignment feature to adjust speaker outputs so that they all reach my ears at the same time. This time alignment is something I never thought would be so great; it makes a big difference. There are adapters that you can buy that make wiring these things into your factory harness almost plug and play so that you do not have to cut any factory wires.
The last thing I want to emphasize is the importance of a subwoofer. A subwoofer will add a new dimension to your system. It adds that depth and punch that makes listening to music enjoyable. In my opinion JL Audio subwoofers are by far the best subwoofers for the money on the market. I like the micro sub because its small and relatively light for its size and it puts out tremendous high quality bass for just being an 8 subwoofer in a tiny box. I like it too because when I want it out of the way I just unplug it and remove it with ease.
If you do not want to spend a lot of money than I recommend that you keep your factory radio and upgrade the speakers. Purchase an Alpine KTP-445U Power Pack class D amplifier, which you can fit behind your radio to power the door speakers. Purchase an add an amp adapter
http://www.ebay.com/itm/Mazda-Stere...ash=item1c52768815:g:GYoAAOSwPe1T76mU&vxp=mtr or audio controls LC8 converter with some plug and play wiring harnesses and add a JL Audio micro sub with a built in amplifier such as this
http://www.jlaudio.com/car-audio-subwoofer-systems-amplified-microsub