What you'll need:
Rubber gloves to not fuck up your hands like i did (and so that the car doesn't skeet hot engine oil, like it happened to me)
Oil filter kit (Mazda part# L321 14 302 9U)
17mm socket (for oil pan drain plug)
10mm socket (for plastic liner)
Small flathead screwdriver (for 2 plastic tabs that hold the liner)
6mm Allen wrench (for filter drain plug)
Oil filter wrench (make sure its the mazda one, so not to crack the filter housing, as its very delicate)
Jackstands, or ramps
6 quarts of oil.
Paper shop towels
First things' first, get the car elevated for obvious reasons. Jackstands or ramps, pick your poison.
Sorry I don't have pics at this time, but it should be pretty straight forward.
The undertray has 4 10mm screws on the back by the wheels (2 per side) and 3 on the front (they have indentations so they should be easy to spot. and next to those screws there should be the plastic fasteners i was talking about, remove those carefully too, as they are a bit hard to remove.
There is also 2 tabs holding the tray in place near the back, just push it in and out of the way and booyah, undertray is off.
Now you're ready to begin the process of draining the oil. open the hood and uncap the oil screw, as this will relieve pressure in the pan, making it easy to flow up and speed up the draining process.
Once you've got that taken care of, you need to get back under the car and find the oil pan drain plug, don't worry it isn't hard to find, its behind the oil filter housing and the screw should be facing the rear of the car.
Use the 17mm here and try to get it loose gently. once its loose, unscrew by hand. and get your oil pan ready cause it can get messy rather quickly. the first time i did this i got burned by the oil (more like sprayed by the car.... which was not fun.) so once you loosen the bolt, get ready to catch the oil, also keep an eye on the stream of fluid, so that you dont get splattered yourself.
once the pan is drained, clean up the drain area and the bolt. also make sure that you didn't lose the metal washer that is with the bolt. and hand tighten the bolt on to the pan, and then tighten a half to a quarter turn.
(Some people say that you have to replace the washer, but i've yet to find a leak from not doing so.)
Once you've cleaned up that area its time to move on to the filter. the shiny allen nut bolt is the filter drain plug. This will also hold a good amount of oil, so you might want to get your drain pan ready. use the allen wrench here, and gently try to remove it.
Once that's done get your filter wrench and get started on that bad boy, might be a bit stiff at first, but after a while you'll get er loose. once you remove it, there might still be some oil in the filter housing, so just flip it over and leave it to drain on the pan. while you're doing that, go ahead and clean up the filter body in the car, and the housing as well.
Go ahead and replace the o rings, both in the filter, and in the plug (make sure you cover both o rings in oil). be very careful on putting both the new o rings back, as they may tear if you use too much force. there's no need to presoak the filter in oil, but if you feel the need to do so, go ahead.
After this, work in reverse.
Put the filter drain plug back in (with the new o ring hopefully), put the filter in the cartridge, make sure the filter is in completely, or it wont close when you try it. again, be gentle when screwing the filter back in, as it can tear if you use too much force. Torque specifications are stamped on both the filter and drain plug.
Once that's taken care of, its time to put oil into your sexy beast of a vehicle.
make sure you clean the oil cap on the top, and add 5.5 quarts of oil. once that's done, close the cap tightly, set the car down, and fire up the engine for a minute.
check for leaks in the meantime, but since we're not spiffylube, there shouldn't be any.
Raise the car up again, and install the undertray, and you should be set.
And that's a pretty much straigh-forward, pictureless howto... if i find pics, i'll put em up.