Most mazdas run with the CAN protocol, I too thought about running something similiar with a carputer, but for $200 for the scangauge, it does all that I need, and its directly in my line of sight so I can see whats happening straight away
Oh and answering the question about CEL's, CEL stands for Check Engine Light, located on the left hand side of the gauges, when you see it flash or stay on, there is a problem