The little guy will be fine on a 5W-20 dino, so if that's what you have on hand, use it up on short drains.
After that, there are plenty of deals available for the grade Mazda is telling you the car needs.
The engine isn't going to care either way and you'll see no difference in either fuel consumption or ease of starting unless you live somewhere in this "usa" where a 0W qualified oil is really required, in which case you should be using a block heater in winter anyway.