Actually did this a couple of weeks ago, I had the HOMELINK mirror. The instructions from Mazda were decent. I had a couple of questions and the MN dealer I bought from was a tremendous help. Actually, they went out and took a '10 MS3 apart to confirm a couple of issues I had. The A-pillar was tricky but once I understood the picture all went well.
I'll tell you first hand that the instructions that come with it are aweful and the illustrations aren't that great either.
Second, in the MS3, splicing the the wire that under the dash by the fusebox was near IMPOSSIBLE. Took me a good 20+ minutes of bending backwards over the seat just to get under there to see anything. The pedal area is VERY small when you need to get your hands and head down there. If you have an auto it might be easier since the clutch won't be in the way, but aside from that, it's a lil time consuming.
