I would certainly recommend the 5000k (or up to 6000k as I sometimes do on my engine) oil change interval for turbo versions of these engines. I'd feel a bit uneasy with doing changes at 10,000ks even with full synthetic.
It's up to you whether the extra cost of synthetic is worth it, in my opinion mineral oils are certainly well up to the job for that interval, just get an oil thats rated for turbos/superchargers (& also compatible with diesel too for extra cleansing detergents).
I now use 15w40 Gulf Western engine oil. Inexpensive at $26 for 5L, rated for turbos/superchargers, compatible with diesel/lpg/petrol, Australian owned & made. As far as I know Penrite import their base stocks.
Oil filters, I havn't noticed any difference from Mazda OEMs, Valvolines, Rycos, Wesfil Coopers. Don't start the car for a day or two, take off the filter & theres practically no spillage of oil out. So the oil gets past the anti-drainback valve & drains out to the engine on all of them. I don't really understand all the hype for the Mazda OEM Japanese made filters by Toki Roki.
You could spend some money on an oil filter relocation kit if you want as well as a oil drain plug tap. Can be a bit costly but makes things quick. Can do the oil filter each 10,000ks ie every second oil change. Also using a smaller oil filter can make changing them easier (particularly from the top of the engine bay), I use Ryco size Z436 instead of the bigger filter Z79A thats catalogue listed for this engine.
Now before anyone yaps on about the Z436 being a lesser filter because of it's size & associated application in Mazda 121s/Ford Festivas, it is also listed for use in the Mazda RX-7 FD twin turboes
The Z436 is the same physical size as the Mazda OEM & costs about $2 more then the Z79A...
Sometimes convenience costs more.