O.K. I understand now.
I do not believe that there is any downpipe/racepipe combo that is going to be easy to put on and take off. Exhaust work, expecially on cars with miles on them, is going to have to be done very carefully. As you already know the removal of the nuts from the studs on this car and wrestling the pieces in and out is going to be difficult, as is removing the O2 sensors. It can easily take a performance exhaust/muffler shop four hours with two guys working to do the remove and install. Some might can do it in less, if they've done it before.
TurboXS is what I run. I do recommend it highly because of the build quality and the flex joints, but it is still going to be a bitch to take your stock pieces off and to install it. Lots, lots, lots of PB Blaster and slow and easy on those studs, lots of different size rachet extensions, wiggler, etc. Slow and lots of solvent soak especially now that they've been stretched several times already.
The chances of smoking are going to be higher with a catless dp/rp simply because you don't have the two cats to help burn off the oil that gets into the downpipe from the turbo. The best fix short of the entire Mazda smoking turbo complete change out of the valve cover and PCV system is probably going to be raising idle, I repeat, IDLE rpm +200. Colder plugs have nothing to do with the smoking issue. You absolutely will not need colder plugs running the stock downpipe and racepipe, even on HT tune, and increase the risk of fouling the plugs.
If it smoked before, it will smoke again. Raising idle +200 really helps a lot with this and costs you nothing. If you wait until it begins smoking with the stock dp/rp it will probably be too late to do anything to stop is short of replacing the turbo.
Others may disagree, but I put my downpipe and racepipe on this car over 50,000 miles ago and the car has NEVER SMOKED. So, I do not buy into the theory that reduced backpressure from catless free flowing exhaust CAUSES smoking. It just makes it more noticable when it begins, because of the inability to further burn off the oil. The problem is the crankcase pressure due to the crappy, poorly designed stock PCV system on the gen 1 cars producing a pressure imbalance.
Make the proper choices on your HT menu and you should be very happy. It is not going to seem as strong with the catless dp/rp removed as it did before. Catless dp/rp on stock tune is a torque monster at boost onset because it is likely to be spiking to 21 psi, which is probably not such a good ideal. I'm not surprised that the car may seem a little "soft" now, even on HT, compared to how it might have been before you removed the catless dp/rp, because you are probably not getting higher than 18 psi and because the onset of boost will not be as dramatic. But, don't get too alarmed. Use the stopwatch and you'll see what a difference the tune makes in comparison to the stock ECU.