I have done it 5 times. The 1st time was tough, but after that it is fairly easy. You can't use Mazda axles, they fit in the knuckle but not the transmission. You need to use the Mazda front control arm and modify it. You need to change the rear trailing arms to Mazda. You need to buy Mazda knuckles, control arms, rear trailing arms, rear spindles, rear brake calipers, axles, all 4 rotors, wheels, front struts, Mazda or SVT front calipers, parking brake cable and I'm sure a few other small items. It also widens the stance by about 1".
The advantage to this is 5 lug bolt pattern, but mostly (for me), is a much stronger suspension. We were breaking hubs every race weekend. Once changing over to Mazda, we have yet to break a hub. That includes racing in the 25 hours at Thunderhill race.
Junkyard price will run you around $1000-$1200 (not including wheels or struts). Then you have to make some axles.