i have not had any so far on my 07. there is a corrosion/rust guarantee but I am not sure of the details off the top of my head. Browse through your warranty booklet, there should be some info in there.
I know this is an older thread but I actually have something to mention. I have an '06 mazda3 with only 34k miles. I actually had problems getting the car to start because of rust issues.
There was an excessive amount of rust built on the transmission switch to cable connection. Which never allowed me to put the car into park. I could put the shifter into park but the car wouldn't know its in park. So in order to start the car the next time I would have to put it into neutral. Luckily this was under warranty and my local mazda place fixed this in about 1 hour. I still think that much rust building up in just 34k miles is kind of weird.
A frriend of mine from Montreal says that in Montreal, Mazdas are real rust magnets. It's either poor steel or just lousy paint quality. Even the old 626s have had rust issues while many other car makers didn't rust nearly as much as Mazda.
