The current Civic Si is, by all accounts, one of the sportiest-handling FWD cars on the market today. The Mini Cooper may be more agile, but that's it as far as I know. Sure, the Si completely lacks torque (especially compared to the firebreathing Mazdaspeed3), but it's rev-happy engine, light weight, and razor-sharp handling make it sportier than any version of the Mazda3, in my mind. The MS3 is awesome, of course, but I don't see it as quite as narrowly focused on pure sport as the Si is.
Also, in terms of Honda's sportiness, what about the S2000? By all accounts, it's sharper than the MX-5, though less well-rounded. [edit: I just remembered that the price gap between a well-equipped MX-5 and the S2000 is much larger in Canada than the States, so this might not be a fair comparison).
I agree, though, that in some areas, Mazda is sportier. The CX-7 is far, far sportier than a CR-V (and comparisons to the RDX aren't fair because of the huge price gap). The Mazdaspeed6 versus the Accord V6 6MT? No contest, the Mazda is worlds sportier.