Dislikes (and why they don't matter
The USDM armrest is stupid. (Removing it is easy.
I think the high-speed damper tuning (bumps, potholes, expansion joints) needs work. There's a shudder over road imperfections and I think it's related to the dampers not being well-tuned to the unsprung mass. The only time I've felt something like this was on an NA Miata with bad shocks. I may try and mount up my light race wheels from my RX-8 and see if it improves. (This is truly a minor nitpick that doesn't actually negatively impact ownership. I'm just paying too much attention to stuff like this because I keep inching my race car up to more and more modified classes so it's fresh in my head.
There's not enough room for four people and luggage. (I don't actually have that many friends and I sure as hell don't travel much. I only noticed this when my parents had a long layover in Chicago on their way to Italy and wanted to meet up for lunch. Rent a larger car for the 1 day each year when it's a problem.
No power memory seats. (I didn't pay premium/luxury car price so this is to be expected. If I wanted it that bad, I should have just gotten an Infiniti EX35/EX37/QX50.
The noisy-ass, low grip, craptacular tires. (This is true of all non-performance cars. Just plunk down the $600 to have TireRack ship a set of Continental DWS or Kumho Solus TA71 or Kumho Ecsta LX Platinum tires and have the dealer swap them for you.
No Apple CarPlay or Android Auto. (Yet. I tweeted with a Mazda PR rep last night and he said a retrofit is coming "eventually".
The engine doesn't have >250 hp. (It's hard when you come from a 330 hp Infiniti G37x Sedan. It's not like I've actually needed more I just kind of miss it.
Fuel economy. I have no problem getting 36 mpg on my way to work in the morning and 27 mpg on my way home (Chicago traffic can be highly asymmetric).
The chassis setup (aside from above) is stellar.
The stability control and AWD combo is like my parents growing up: lets me have fun while still keeping me alive. It's far less intrusive than the stability control on my RX-8. I can hang the tail out just enough in slow-speed turns in the snow to scare my wife but not enough that it's unsafe.
Interior fit and finish is better than any other Mazda I've ever been in.
Paddle shifters on the transmission work even in non-sport, non-manual mode. Cruising along and see that you'll need to pass? Hit the downshift paddle and it'll hold that lower gear for a while so you can spool up the engine before you start your passing maneuver.
Transmission rev-matches downshifts. I had a VW with the Tiptronic slushbox (not DSG) and that was the worst at downshifting.
iACTIVSENSE. I'm in love with blind spot warning and radar cruise control. I've gotten so used to them that I've had a few scary moments driving my RX-8 to race events not remembering that it won't automatically slow down when using cruise control on the highway.
LED Headlights. Do not get a CX-3 without these. Retrofit if you have to. They are easily the best headlights on any car I've ever owned (this includes the xenon HIDs in my RX-8 and previous '09 Infiniti G37x.