NONE.
I purchased the Mazda3s 5 door manual transmission after considering the Matrix, Vibe, Golf, Accord, Tuscon, Rav4, Corolla, and Aero.
The Mazda 3 is without compare behind the wheel, it is very sporty and feels very connected to the road.
The car feels very well built and the interior noise is very quiet.
I absolutely love the interior design as well, it feels much more expensive then it is, and when compared to the interior of cars like the Corolla or the Tuscon it feels like a Lexus.
I am only on my 2nd tank of gas in 3+ weeks, and I don't drive like a grandpa either.
Time will tell about reliability, but I have owned 4 new cars in my life that cost well more that the 17,500 I paid, and the car just feels well made.
The only drawback is a problem 95% of all cars share, which is the pathetic absence of an aux mini jack for MP3 players, but I guess I will look into FM transmitters now for my ipod which is a vital component to any car.
There are plenty of aftermarket Ipod/MP3 player add-ons for the Mazda 3. Basically, you just have to plug them into the back of the head unit. They range from a simple 3.5mm stereo jack (the Auxmod, about $60) to fully integrated solutions. You can even use your steering wheel controls to change tracks.
http://www.therpmstore.com/index.php?cPath=25_56
http://www.sylfex.com/products/AuxMod/
I have both a Mazda Protege 2002 ES and a Pontiac Vibe GT. I can tell you, though you have tested a Vibe as well, the steering and handling in the Vibe just can't compare to a Mazda. I test drove the 3 and I really wanted it, but the wife liked the Vibe better (was a bit higher up- better visability) plus it had a lot more space than the M3. I always thought my protege ES handled like a BMW around corners, but when I test drove the M3 they obviously improved the handling even more. I still love my protege though...