I have a third party extended warranty. So far I have not had to use it. I cannot vouch for either the Mazda or third party warranties for the 6.
Short answer:
If you don't ever need the extended warranty it is not worth the cost. If you do need it and it's for something major, it's more than worth the cost. Of course, it also depends on the type of warranty - full coverage, partial coverage, power train only.
Long answer:
I have had extended warranties on all my vehicles since the late 80's. So far the score stands at 1 worth the money, 2 weren't worth the money because I never used them. And I had 1 where I used the warranty, but the total cost of the repair was slightly less than the cost of the warranty - although still quite a bit of money. This does not include two current extended warranties that are still active and may or may not be worth what I paid before their expiration.
I also "inherited" the extended warranty on still another vehicle and could have used it for a repair, but ended up having it done by my mechanic and not putting in a claim - which was a big mistake after it was all said and done.
Total cost so far? About even with covered repair costs vs. warranty costs being about equal (that one car was a monster when it came to repairs!) This includes the current warranties on the two vehicles I still own, which as I said may or may not pay off in the long run.
Look at it like insurance. If you need it it's great and if you don't need it then it was a waste. Just make sure you fully understand what it does and does not cover before paying for it.