I have owned Mazdas since 1984 including a 1991 Protege, which is the forerunner of the Mazda3. These cars are built and sold for the world market (as opposed to the 6 series) and have always been good, reliable cars.
Mazda really takes the "Zoom Zoom" mantra to heart. Even the base model Mazda3i that I have rides solidly and handles exceptionally well. It really is a sports sedan masquerading as an economy car.
The Mazda3 series all the way back to the 323 and GLC have been solid cars. This is because these are the models Mazda sells worldwide and the expectations are high as well as the environment being hard on the cars in some of these countries.
Based upon the new (2008) ratings, I expected to get well over the window-sticker 32 MPG highway rating. I have not been disappointed. I have gotten anywhere from 33 to 41 MPG on long road trips and have averaged right around 34 MPG in everyday driving.