Like the sig says, call me "Mazdaspeed Accessory Guy"!!
I like the Mazdaspeed cuz it gives a nice throaty growl and just knowing that it was made by Mazda. The performance boost isn't huge but it does feel a little more peppy during acceleration. If you really want "more" performance, go with the CP-E intake. People have been really happy with it but seriously if you drag race one with the Speed and one with the CP-E there will probably only be a difference of 1.23452312e-8 seconds. You're not going to see huge gains as you would on other vehicles.
I noticed an increase in performance with the CAI but I haven't driven around with my exhaust enough to really see any additional performance gaiin. I honestly got the exhaust because it looked and sounded great and not for performance. I have no delusions about the 6, it looks damn good but it wasn't built for serious speed so i don't expect any (reasonable) mods to increase performance or horsepower dramatically. I do not have the Mazdaspeed flywheel and have no plans on getting it.the mazdaspeed exhaust is the the one where it has the mazdaspeed logo on the tail pipes. did you notice any better performance after you installed it? do you have the mazdaspeed flywheel as well?