Ok, it's a pretty simple task nothing real difficult. First off the tools list:
1. #2 phillips screw driver
2. Flat tip screw driver (of medium size)
3. wire snip/striper combo tool or seperates
4. Possibly a large head phillips screw driver
5. trim stick (optional)
To start with use the flat tip to remove the little black triangle at the top front of the door. Just pry gently and it'll come out. Next remove the screws from the door handle cup, below the hand hold in the center of the door, and from behind the triangle you took off eariler. If I remember right there are also two in the bottom of the door panel, if you dont seem em then my memory's failing, which is not unusual. Do one final check to make sure you've got all the screws removed and covers off. After that you should pull the door panel in an up and out direction, this is a PITA. I thought I'd never get mine off, just be paient, use the trim stick to apply a little pressure to the bottom if you have to. Once the panel is off, remove the screws around the speaker and remove the speaker. For aftermarket speakers other than the optional ones at the mazda dealer you have to cut the connector off of the wiring going to the back of the speaker. You should have two sets of wiring harness with your new speakers. Once the connector on the old speaker is cut strip the wires back about 1/8 of an inch. Then strip your new harness about the same. Either use a butt connector or solder the new harness to the old harness. If you decide to solder make sure to use shrink tubing around the soldered area. Once the connections are made reinstall the speaker and check to see that it works. Once it's satisfactory to you reinstall the door panel the reverse of how it came off.