benben01,
I was (still is, I guess) interested in this, and did some search on it.
So far, I have seen 0 picture of any running board/side step installed CX9.
Here are a few:
www.erzperformance.com (search "mazda cx9")
www.runningboardwarehouse.com ( out of stock now - apparently someone did it!!! )
There were black and stainless ones (side steps). It was on eBay for a while.
Since it is out of stock, maybe they will design new ones, who knows.
In Canada, the side step seems to be OE accessory, but not in US. The list price is about CAN$650. You can see it on any Canadian Mazda dealer. I am sure they will deliver if you really want one for that much.
Anyway, I am still sitting on the fence because CX9 has very low door edge, the side steps will have to be even lower. I wonder if it will look OK at all? Therefore, I will have to see a picture first.
I am sure many will question the need for it. You will get a lot of those posts following mine. I plan to do it for my mom who occasionally stays with us.
Anyway, that is as much as I know, ... for now.