Absolutely always use mazda filter and the owners manual says use Castrol which the three local Mazda dealers use this I also go with it. Over 60k miles with oil changes anywhere between 3k-6k and still runs great.
May get hate but I use in both of my is300s Shell Rotella T4 Triple Protection SAE 15W-40 Engine Oil the first oil change is nasty cause it has more detergent but after that you have much cleaner oil changes from that point forward.
Ran Rotella T6 5w-40 in my stage 2+ (and beaten to hell) WRX right up to 120k miles when I sold it.
It's perfectly fine for the WRX, and it's what I use in mine, as well as its two previous owners. My car's maintenance records include two reports from Blackstone Labs detailing their examination of the Rotella T6 5W-40 oil and according to those the engine has worn very well on that oil
I personally swapped from 5w-30 in my OBXT to T6 5w-40 and have noticed a decrease in oil consumption (newish engine with 28k so that also helps).
I use Castrol GTX 20W-50, same as what the manual calls for. I know the oils changed since then but the previous owner didn't care for the car properly so I feel like the detergents are necessary.
Everything I've found for my 2008 Rabbit 2.5L engine specifies Euro 5W/40. Although you can find it in several brands, the best price I've found is the Castrol Edge Euro 5W/40 at Walmart for the 5-quart jug.
FWIW: I live in Maryland and use Castrol Syntec 5w-40 in my 2012 JSW 2.5. I usually buy the filter and plug/washer from the dealer because they have the best price and I don't have to wait or pay for shipping.
I use castrol in my 2014 cx5.
I use Castrol Edge European Formula 0W40 for all of my VWs (2005 Phaeton, 2014 CC 3.6, 2017 Jetta SE and now a brand new 2019 Alltrack SE): I buy it from Amazon, for $ 24.47 for 5 qts. The oil has a "European Formula" label on the front and specifically states "VW 505. 00 and 502. 00 " on the back, and is made in Brussels, Belgium.
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