OK, so I've done some reading on the Mazdaspeed (US forums) to get an idea of what's wrong. I didn't drive my factory standard SE for long until I stuck on an AEM intake, MBC and new BOV. To be honest, i can't remember if hesitation existed in the low RPM ranges when the car was standard.
But after some more driving, I've noticed slight hesitation in the lower rev ranges when taking off from idle and when I floor it, it takes a few seconds until the car catches up.
From what I can see there are two problems
1) With the bolt-ons, the car's running lean.
2) The standard ECU takes time to move from closed loop to open loop.
To confirm this, I pulled out the TPS yesterday after work and went for a drive. Idle was up, the car was smelly but wow, all hesitation gone.
I had to clear a CEL after and I can confirm that the Torque Pro app on android works and can clear the CEL.
I don't plan on doing much more, maybe an exhaust one day and injectors.
So what are my options? Re-flash would be the way to go if I was local.
Parallel: I've heard good things about the AEM FIC. Really, to get rid of my hesitation, is it just a matter of adding more fuel?
Stand-alone: I would definitely be going down the MS route. I've already spoken to Gslender/Reverant.
The AEM FIC will still keep the standard ECU and OBDII still works which is nice. I'm pretty conservative when it comes to mods. I like this solution because I don't have to worry too much about idle etc. I'm definitely a DIYer and the MS would be a no-brainer if I had local knowledge.
[Edit] I'm taking a long time to decide because the AEM FIC costs almost the same as the MS...
Looks like my idea of a "legal" car is dying pretty quick. I upgraded to an SE so insurance etc would be easier... If I took that money and turbo'ed my old car...
Let's not go there and keep on topic