I'd say that running the power cable was difficult, but the whole of the rest of the install was very easy. It was great having the Empeg in the car, that standard CD Player was so lame. If I found myself back in time, I'd definitely do it again!

Its a shame you were not around a little earlier, a few months ago I took it all out when I sold the car. Now all the bits are with a guy on the Mazda 3 Forum who is unlikely to use the stalk adapter and some of the other stuff.

There is a little adapter you can get somewhere to keep the climate control display. Does your Mazda have 'Bose'? A good friend of mine has it in his Mazda 3 and it is terrible compared to the Alpine in mine. A comparison of the speakers is here and here.
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Hussein