Worked in a Mazda dealership as a sales person for a year. ALWAYS get OTD pricing in writing or email. To make life easier on yourself and the dealer, KNOW THE CAR YOU WANT. In the metro DC area there are a LOT of Mazda dealerships in the area to find the exact one you want. In more remote area could be more difficult.
Outside of the CX-9, dealers have VERY little room to make front end money.(amount made on the sale compared to what they pay) a LOADED CX-5 at MSRP compared to invoice plus dealer pack, it is like a 800-1200 margin. Mazda Dealerships do not have to give the cash back unlike rebates that other manufactures have, (EXP Nissan). So make sure you know what incentives mazda offers(You can find this on their website). If you have two dealerships with the car you want, get prices, all in, from both and pick the lowest. The dealership does not like to give a OTD price over the internet, but they will. If the price in the finance office does not line up with what you were told, LEAVE. Do not go back.