My other vehicle is a Ford Fusion. It has the Microsoft Sync system built in, though similar to your Mazda, it also has Sirius radio. I bought this vehicle used, but Sirius/XM was nice enough to include a 3 month free trial for me (like you said, to try to hook me... and to get my contact info). I used the 3 month trial which also happened to be football season. I actually did enjoy the talk stations from time to time and did like being able to tune in a game when I wasn't at home to watch it. But, as you said, nowhere near worth the price they want for it. I still get calls and letters from time to time offering me a "great" introductory rate. I ignore them all.
I recently took a trip to Canada. I had the thought that it would have been nice to start a trial as I was pulling out of the driveway (I wasn't ever going to be more than 50 miles from the US/Canada border ... down in the area next to Michigan ... so I'm assuming I would still be able to pick up service. I hadn't set it up, though, so I had to think of other solutions. So I just loaded up Pandora on my phone and blue-tooth streamed it until I got to the border. Then played the music that was stored on the phone. Way cheaper, and streaming Pandora avoided the stagnant music issue I would have had just playing music from my phone the whole trip (not to mention International roaming rates).
Unfortunately, my car does have a physical button for Sirius, but it's only one button in the mix of a whole slew of others, so I can ignore it.
My GM vehicle (an Acadia) does also have XM in it, but like your Mazada it's a touch screen so the vast majority of the time, the "XM" isn't even displayed anywhere... just those darned OnStar buttons.