Nope, you're in good company. I ordered my CX-5 AWD GT when I returned my 2010 Mazda3 lease in April, it arrived May-end, almost killed me twice within a week. Not many of them on the road when I posted this:
http://townhall-talk.edmunds.com/WebX?14@@.f2524b7/261#MSG261 and several others in the thread.
I opened a case with Mazda of America customer support in June when it was less than a week old. I'm about 4500 miles in, still having issues, refuse to take it out of town. The district service manager drove it in late June and declared it "working as designed". There has been some scheduling issues, but I'm supposed to take it to my local dealer to download the data in the computer, then Mazda will send out a data capture device so I can record exactly when the problem happens, then we'll see. I've been hestitant to file a NHTSA complaint yet because Mazda continues to work with me, but they are not making much of an effort since they restructured (Mazda put more effort into the noisy driver seatbelt in my 2010 Mazda3, which the dealer could not fix, but eventually produced a service bulletin that did).
The engine has plenty of power, but the transmission is never in the right gear. I drive in manual mode whenever I can, I've had many near misses when changing lanes or merging into traffic, expecting the engine will pickup at the normal pace, but the transmission waits (and waits, and waits) to downshift and speed up. I drove about 100 days in rental cars last year, so I'm used to feeling out different rides, I can't get over how unpredictable the CX-5 is.
