Re: xenon bulb legality?
First of all, it should be clarified that "Xenon bulbs" and "H.I.D. bulbs" are not always the same thing. You can buy a pair of xenon bulbs at auto zone for cheap, and all they are are halogen bulbs filled with xenon gas (and sometime tinted blue). They offer less light output than stock halogens and look really stupid (IMO).
HID's are the high intensity discharge bulbs, the ones that require the ballasts. Now, as others have said, they are illegal in every state, in every aftermarket situation. With that being said, I would bet money on the fact that not a single Mazda3 owner has ever gotten a ticket for having aftermarket HIDs in his/her headlights. This is because the Mazda3 comes with projector housings, so when you put HIDs in them, you still achieve the cut off that is needed to stop them from blinding oncoming drivers. The reason states make them illegal is because if you put them in reflector housings (what most other vehicles have) they will indeed be blinding because they offer no cutoff.
Many people on here use DDM brand HIDs. They're incredibly inexpensive and come with a lifetime warranty, so it's a good option if you are okay with the chance of maybe having to send in your bulbs/ballasts periodically to get replaced (I don't know if this is commonplace for I personally have Phillips HIDs, but that's the word I've heard on the street from actual DDM users).
As for wattage, generally it's advised that you stick with 35w for your low beams unless you live somewhere where there's not too heavy of traffic. 55w low beams do tend to exhibit a bit of a blinding effect to oncoming drivers, but not as bad as stock halogen high beams. I would imagine Idaho isn't too crowded, so I think you'd be fine with 55w low beams.
Getting HID high beams only makes sense if you drive a lot with your high beams on. HIDs are not designed to be turned on & off over and over again, on account of they take about 30 seconds to reach full brightness when you turn them on. So if you drive for prolonged periods of time with your high beams on, then go with 55w HID high beams. If you turn them on & off a lot, stick with stock halogen high beams. 35w high beam HIDs don't make sense.
And finally, stick with either 4500K or 6000K color temp. 4500K is pure white, 6000K has a slight blue hue. Above 6000K you severely decrease your light output, and they look stupid (imo). Some companies offer 5000K too.
So TL:;DR, go with 55w high beams & 55w low beams if you do a lot of extended country driving. If you do a lot of city driving, stick with only 35w lows and stock halogen highs. 4500K - 6000K color temp only.