Here are the links to the hitch and electrical kit I used.
Hidden Hitch
http://www.etrailer.com/pc-H~60999.htm?vehicleid=20075598
Here is the electrical kit
http://www.etrailer.com/pc-ELEE~118176KIT.htm
The wiring was the hardest part of the install and it wasn't too bad. It comes with an inline fuse that connects to the battery with a ring lug. You run that wire all the way to the back. It took me awhile to feed the wire through the firewall but it wasn't too bad. I mounted the isolator in the driver side trunk. You just use the vampire clips to tap into the running, brake, and turn signals. I pulled out one of the plugs and fed the 4 pin connector down through it. Its taped up right now but I plan on sealing it permanently at some point. I just tie strapped the connector to the back of the hitch and you can't see it at all. It works great.
It took me 6 hours to install my new hitch and the electrical harness that you suggested Toso.
It was a nightmare to install the hitch. The sides of the hitch holes did not match the one of the frame. It maybe different for the 2008 Mazda frame.
So I had to drill from scratch. Of course, that's when I found out my bits were dull. Had to go out and get some Titanium bits. Then on it worked fine. A little hint for anyone new at drilling into metal. What ever size hole you gone make, start with the smallest bit you have, then increase one size at a time until you reach the size you want. If you only drill the size you need, you will spend hours and many drill bits of that size before getting your hole done.
The electrical was fun. I was able to run the wire that goes from the back of the car to the battery underneath the car.
On the left side of the car, below the break light housing, there is a panel that goes directly outside the car. From there, I lifted the car, and ran the wire all the way to the battery. There are many areas underneath the car that helped run the wire.
My hitch install actually went pretty smoothly. except my battery drill ran out of juice and kept locking up.. not enough torque. A plug in power drill solved the problem. The little wires with that screw into the bolts that pull them through the frame were a huge help. took me about 1.5 hours to get it on. The hidden hitch i got, the ends were a bit bent in from shipping i assume, but they pulled themselves out and tight when i started torquing the bolts.
The power was fairly easy, and i ran it inside the car through the hole i used for my boost gauge. then hid it under panels all the way to the back end. I thought i made a mistake when i was wiring up the tail lights, as the instructions i had said to tap the wires in the reverse that i decided to tap them. I went with my gut feeling and everything works. I mounted the powered assembly in the rear left access panel near the emergency jack. Imagine my luck, there is already an un-used pre-tapped hole there perfect for the ground wire. And imagine my luck, i had a spare bolt laying around that was just the right pitch. the wiring is not perfectly clean yet, i just tidy'd it up with zip ties, but soon as i get to autozone i will be picking up some wire loom to make it oem.
I did find that the hitch rattles a LOT in its receiver. I picked up a "stop rattle" device that basically shims up the hitch to eliminate most of it. Haven't tested it yet, so TBD.
Oh i did burn out my drill bit though, but it was already worked over from a previous drilling excursion. Picked up a 5 dollar titanium bit for metal, and it tore through no problemo.