If its the same as the 6 stock CD player (non-Bose - which is a 6 CD, nor the MP3, which plays anything and everything) then it'll play most if not all. I had my CD player in the car (6i) for 2 weekes before I upgraded to MP3 (it ROCKS!) and it played every CD-R and almost every CDRW I threw at it. Including older burns of 650MB (ancient, huh!) CDRWs.
Of course, I strongly recommend the MP3 player instead, which plays everything you throw at it (CD, CDR, CDRW, CD-Text on audio CDs, MP3 on CDR or CDRW, ID3 v1.0 info from MP3s, WAV files). I believe the RX-8 and 3 can use the same MP3 player the 6 uses - check various discussion forums (rx8club, mazda6club, mazda6tech). You already have the Display and Scroll text buttons built in, right?