Well it depends. I know that the Mazda3’s all have projector/HID ready headlights. I also thought that the output from the 3 was horrible when I got it, so I bought an inexpensive HID kit and now I can see much better. Since the headlamp assemblies are already projector, you won’t have a problem with scattering light and blinding oncoming drivers. My HID’s have a clean cutoff line and I’m not blinding anyone.
I think the Mazda6 headlights might have a similar setup. The install was really easy (got some held from the Jeans and Fattimsp since they had done it before). You just replace the bulbs and find somewhere to mount the ballasts.