For those of you in the Lower Mainland, Open Road Mazda in Port Moody has a deal on until the 15th: 17" General Altimax Arctics, steel wheels, mounted and balanced for $1,099 + HST; I ended up paying $1,237.89 all-in.
Costco has the X-Ice 3s (a better tire IMO given the local conditions + the type of driving I expect to do) for just about the same price including installation, but I was a bit wary of going with them... For starters the CX-5 isn't in their tire matching system, and they wanted me to ask the dealership some questions re. the hub/bolt specs, TPMS requirements, etc. In the end I went with the dealership for overall peace of mind.
For those of you who end up going with a 3rd-party option and/or self-installing, I was told first-hand by the desk rep that additional TPMS sensors are NOT required on the CX-5, so don't let anyone tell you different! That being said, the TPMS alert went off the night the Generals were installed (outside temperature was 1C, approximately 20kms on the new tires). I used a pressure gauge to confirm that all tires were within spec and reset the monitor, and it hasn't gone off again since.
I haven't had an opportunity to drive them in any adverse conditions yet as it hasn't rained in the last couple of days but the driving dynamics with the winters on are definitely different!