I'm not sure how useful this will be to you as I drive a 2005 Mazda3 GT (in Canada this is the top trim/engine). I've driven a few later model Mazda3s but only for a few hours.
Pros: In terms of drivability and feel it's fantastic for the class as you mentioned - one of those "fun to drive even slow" cars. Performance-wise it's more quick than fast but I have no trouble passing other cars on the highway, provided my car isn't too heavily loaded (ie. 5 people, full trunk). Reliability has generally been decent. I'm coming up on 130k km (~80k miles I believe) and I've had no major repairs or recalls that I'm aware of.
Cons: Not the smoothest ride, particularly if you have to take it out on the highway. My suspension feels like it's tuned a little more for handling than comfort and the short wheelbase doesn't make for the smoothest drive when traveling at highway speeds (although the latter point has applied to every compact I've ever driven). If you're concerned about road noise, this will be something you really want to watch for if you take it out for a test drive. My Mazda3 has atrocious sound insulation. It doesn't bother me and the newer ones are a lot better but if you're expecting S-class sound insulation you'll be disappointed.
In terms of how it fits with your other suggestions, I would guess the Altima and the Jetta would have smoother and quieter rides due to their larger physical dimensions. I believe both of those cars are midsizes though. Why haven't you considered the Sentra or the Golf? They're better comparisons to the Mazda3 as the Mazda6 is the brand's midsize offering.