I changed my oil today, I used the opportunity to create a how to guide that lists the steps and tools required to undertake this task.
Please make note of the tools required, some tools are not found in every home toolbox, generally the hex bit socket, torque wrench and oil filter cap wrench. You can't really substitue these so make sure you have everything before you begin (I had to walk 1/2 mile to Pep Boys after I took the oil out)
Here you go.
Edit 1-8-05: I have changed the URL to reflect the location of this page on my new web site. I also made a couple minor changes to the document to reflect thoughts on O-Ring replacement after 3 oil changes as well as correcting the Mazda Part Number for the filter cartridge.
Edit 6-10-05: I made some minor cosmetic changes to the page. I've added spacing, formatting and coloring that should make it easier to read. I also added some clarity about the oil filter cap wrench specification. Finally I added the part number for the filter + O-Rings kit as well as a link to buy from Mazdastuff.com.
Edit 10-21-09: First change in > 4 years, added additional information about applicability to different model years, changed materials required section to make it simpler, give a bit more information as well as list part numbers for different brands of filters. Finally I changed the license from all rights reserved (©) to a Creative Commons Attribution-Noncommercial