My $0.02:
First, this is the easiest vehicle to change oil on, hands down. Filter and drain plug are located directly next to each other, and the filter is inverted which makes spillage much less.
Same here on the "wrench." I've always been taught not to over-tighten an oil filter. I normally spin the filter until it stops on its own, then rotate another quarter-to-half of a turn. Never had a problem, and it makes it easy (possible) to remove next time.
I also always do hot oil changes (again, something I was taught young...the theory is that the oil is warmed up and thinner and drains more completely), and have never used one of those drain valves, but I can see their advantages. Also, I always let me oil drain for a while...at minimum 15 minutes, so I've never had problems with not getting oil out of the head Probably a little excessive, but I just use that time to rotate the tires (lucky me, I have access to a lift on base with very good tools for $6/hour).
I always do mine at 5k miles (coming up fast on 12k miles on my CX5), and use Mobil 1 0W-20 and a Mazda filter. I've never had problems with Fram, but there is a reason they are so cheap. I prefer whatever OEM is (Mazda-branded for the CX5, Motorcraft for my Focus, etc) or K&N filters. I also always replace the crush washer...its under a buck, why not?
All in all, it costs me a little less than $40 (5-quart jug of oil, filter, crush washer, and the fee for the lift and tools) and an hour of my time to change my oil which also includes rotating the tires and doing a thorough inspection under the car for anything out of the norm like bad bushings, evidence of any kind of leak, IED's, etc.