You can buy the Sirius receiver and install kit, but it doesn't integrate into all vehicles, as I unfortunately found out. This kit:
http://mazdagear.com/satelliteradioreceiverkit-mazda5.aspx
is advertised for 2012 Mazdas - when I tried to install it in my 2013, I found that the required branch on the vehicle's instrument panel wire harness was missing entirely.
Update!
Well damn, they have updated their part numbers (and corresponding vehicle applications).
When I bought mine, the latest model year application listed was 2012, and I took a chance on it fitting my 2013 (it didn't).
Now they have applications listed for 2013 and 2014.
2008-2010
Manufacturer Part #: 0000-81-Z25, 0000-81-L04
2012:
Manufacturer Part #: 0000-81-Z40A, 0000-81-L25
2013-2014:
Manufacturer Part #: 0000-81-Z40A, 0000-81-L26
I may have to revisit this, now with this new info.
FYI, I found a dealer selling the parts on eBay MUCH cheaper than the site I linked to.
Edit: the eBay dealer where I got my satellite retrofit parts doesn't have any listed, and I don't see any on eBay at the awesome price I got previously. The best I can find is $252 combined on MSM.