I owned an '04 Mazda 6S (v6, 220HP, FWD)
I now own a Mazdaspeed 6 (2.3L 4Cyl, K04 Turbo, 272HP, AWD)
I bought the MS6 used with only 5k miles. It only cost $1000 more than my '04 6S when it was new. I also paid too much for the MS6, as you can get them cheaper. As for wieght, the normal 6 is 3300 Lbs. Not much different than the MS6.
I can honestly say that it is a night and day difference between the cars, the handling around corners, the upgraded suspension, the acceleration and on-demand power, and the HID headlights are nice too 
The wieght doesn’t mean much. I can corner quickly, accelerate pretty fast, and its an all around awesome and fun car to drive every second!
I totally like the Mazdaspeed3 as well. I am thinking of buying my girlfriend one. She really likes the regular 3… I’d imagine she’d love the MS3 as well.