i wouldn't say it is better....
I maintained my deck because i wanted to keep a "factory" look in installing my music... but if you're not concerned with that, and looking more for quality audio, go ahead with the aftermarket head unit.
There are now some companies that make aftermarket headunits that have the "factory look"... For the Mazda 3, check out the following links:
http://www.caradvanced.com/products/Maz ... -Ipod.html
http://www.flyaudio.net/product_id.asp?id=127
and there are others....
but to reiterate, the LCD screen shows the following:
Time
Radio Station/Track Information
DIS - Only if your previous head unit supported it.
Exterior/Ambient Temperature - Only if you had the temperature sensor installed (US $45)
If i'm not mistaken, the only thing you can maintain in changing the headunit would be the tempreature information, and that's only if you have the sensor plugged in. Everthing else (with the exception of DIS) you would get off of the new Head Unit.