I didn't take any pictures when i installed the new speakers, so i will try to describe it in words:
In order to replace the stock speakers in the doors, I carefully pryed off the door panels from the bottom to the top. They come out a lot easier when you have a little plastic fastener removal tool (basically a little fork shaped pry bar that you can buy at auto supply shops). Note that you have to remove the screw holding the door handle and screw holding the inside door release (which are also hidden behind plastic pieces). This process was very similar to removing the door panels on my old 2006 mazda6, which I found instructions for. I wouldn't have tried removing the door panels on my new cx5 without having practiced on the mazda6 first.
I don't think any larger speakers than 6.5inch would fit in the doors. I cannot vouch for the size of the tweeters that are in the top of the dash by the A pillars because I only have the GX/manual transmission (I believe this is the 'sport' trim level in the US), and it doesn't have the tweeters.
All in all, installing the Alpine SPS-610s was a huge improvement in the sound - much clearer than the $0.05 paper speakers that Mazda puts in these cars.