Last point since you're doing brakes, I'll plug Raybestos Element 3 pads and rotors. Installed them on my wife's car last year and I'm genuinely impressed at the braking response in her car.
Owner reviews for brake pads
What brake pad does work but they dust a lot seems to be Textar. Not many comebacks except that the clients complain that they are dirty.
I use TRW brake pads (just checked, articles are GDB3592 for front, GDB2172 for back). They make quite a lot of brake dust during spirited driving, but that’s not a big deal for me (IMO more brake dust = less wear on brake discs).
I upgraded to motul 600 and hawk hp+ for my first track day. Both held up very well for my first day. I plan to use better pads next time though for similar reasons, the hp+ will overheat but they are gonna be better than stock. There's still a ton of pad life on them after my 1 track day.
Galfer pro pads are the best ones I have ever used. They have more power, maybe same amount of modulation as shimano ones, they seem to resist fade better amd have ok life span.
I did Stoptechs in the front and Golf R rears, I canyon carve in it and the brakes are legit. Heavy, heavy repeated braking, no fade.
Recommend to get akebonos
I got these. Cheap, good quality, good braking and look cool. Power Stop K7175 Front Z23 Carbon Fiber Brake Pads with Drilled & Slotted Brake Rotors Kit
Fwiw I have the ebc yellows with their slotted rotors. I love the improved grabbiness but they do dust up alot.
Mazda brakes are notoriously shit. They’re garbage. Buy a set of PowerStop brakes and be done with it. They’re far superior to the Mazda brakes. Go on any forum and you’ll see countless people having the same issue as you. New brakes between 15-20,000 miles. Me included. I’ve owned 2 6s from new. Both needed brakes around 20,000 miles. Both times I put on PowerStops and never had another issue.
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