Go with the Protege5. (hatch)
Just make sure you're thorough during the inspection of the vehicle. Much like the Mazda3, Protege's are known for rust issues, especially around the wheel wells. If you plan on keeping the wheels/tires stock size, just keep in mind that the size is rare (P195/50R16). When my lease was up on my 2001 Protege5, I had a hell of a time trying to find replacements. If you do a search, there's a more common size people use on their Proteges. (205/55R16, I believe)