There is never a "best" part for anything. There are always trade offs, it all boils down to personal opinion. Money, sound, power gains, build quality, customer service, etc. Do some research about your different options and make the decision yourself. Even if you are going for purely for most power gains, it's hard to say, you can't really compare dyno to dyno(if a dyno even exists for that product), and many of them are exagerated anyways.
There is an exhaust sound thread for the MSP that contains audio/video clips of many people's exhausts so you can get an idea of the sound that each product will give you. Maybe someone could start that for the Mazda 3's.