My GF just bought a Protege5, and I'm actually quite impressed by it!!!
The only turn-offs for me are the lack of AWD (that's a big seller for me) and it needs a bit more juice.
The brakes are fantastic, interior is very nice (and remarkably similar to the WRX... though the steering wheel on the Mazda is nicer!
), the handling is impressive (but I didn't push it), and the Mazda is definately prettier.
There's only ~$2500 difference btwn the RS and the P5 if you add the moonroof and A/C options on the Mazda.
Also, I found that Olgilvie isn't too bad of a dealership for sales (only deal with Tom McCullough - dunno if I spelled that right) and parts, but I'll still go to Lachute for service.