My 05 Mazda 3 has the same issue with squeaky brakes especially if the car has not been driven for several hours.
I notice it particularly in the morning when going the driveway a loud squeak comes from the brakes. After a couple of brake applications the noise disappears. Mazda as mentioned in an earlier message do have a TSB for replacing front and rear brake pads.
I had my rear pads replaced under TSB but the brakes are still squeaking when cold. The replacement service pads are better than the factory pads in that they produce less brake dust. I think the brakes are squeaking as much from the front as the rears when cold. Although I have noticed that in the summer the brakes were not squeaking as much properly because the pads, callipers and rotors are not as cold.
Mazda are well aware that it is an issue with Mazda 3 owners but it is not critical problem because there is nothing technically wrong with brakes. In other forums Mazda 3 owners have had the same issue with noisy brakes and have had the TSBs done but have limited success in getting the noise reduced.
I can live with the noise but is a bit embarrassing when your car sounds like a number 10 bus stopping!

 

If all else looks fine, it could be that they are just metallic pads. I had that problem on my RX7, new pads squeaked after just 20-50 miles and would only not squeak if they were sanded. The issue is actual metal (copper and other stuff) chunks in the pads.
Hope this helps - look for organic pads and replace them.

 

Guys, I wouldn't get too bent out of shape by the brake squeal. There is no safety concern, it is only a nuisance.

As for the previous comments about the organic pads vs the metallic pads, you can get squeal with both...I wouldn't say they are safer.

As for the dealer fix parts, you may have trouble unless they have a different brake lining formulation released for the vehicle. If you're getting the same parts you're likely going to experience the problem again. If it's really annoying you, I would recommend you try an aftermarket pad because theytend to have better noise performance. The reason for that is because the aftermarket pads do not have to meet all the FMVSS regulations for stopping distances, etc, so theyreduce the friction performance in the pads which is generally the easiest way to solve a noise issue.

 

I have the same issue with my 06..I looked at my pads and they seemed to be fine..i couldn't understand what was goin on..My only problem is that i applied the breaks really hard once to avoid an accident and since then the breaks have been looser. I have to push in the pedal a little further then usual now. My friend told me that i could have air in the break lines...is that possible??

 

ok, i was out drifting the other night, and it was -13*C outside, and my clutch felt stiffer, like, it didnt rebound as fast when i took my foot off of it.
is this normal??

(sorry to post hi-jack)

 

it's probably normal about the clutch. When it's cold out things tend to stiffen up in the vehicle. You'll probably notice the ride of the vehicle is much more harsh and noise/vibrations seem to be more evident when it is really cold out as well...this is perfectly normal.