Has anyone done this before?
Anything to look out for when doing this on a 6, any special way to bleed these cooling systems or is it just like older cars with radiator cap off and let it idle while it bleeds itself.
Also what coolant are people running mine does not have the FL22 in it, but should I get that from Mazda or just run distilled water with redline water wetter

I'm running the Mazda coolant, its expensive but pretty good. You can run other coolants, they just have to meet the required standard (which I can't remember, percentage of a chemical) The Mazda coolant comes as a concentrate, it requires mixing. If you want I might be able to get a photo of the bottle sometime if that helps...?
I can source it direct through Mazda parts thats no problem & would prefer to stick with genuine coolant.
I'm more concerned about bleeding the cooling system properly

Sorry can't help much with that. I've only ever done the coolant on a Mazda 323 SP20

I got lazy and took mine to Mazda to do the other week as I wasn't 100% on how to do it and make sure all was right, cost was $141 using FL22.

Did mine a few weeks ago. I just drained the radiator from the plug in the bottom, filled it up again with filtered water and ran the car back up to operating temp before draining again. This needs to be done a few times to get the old coolant out. Poured in the required amount of concentrated coolant (Nulon Longlife) into the radiator and topped the radiator and reservoir with water. Took it for a short drive, let it cool than top up the reservoir to max.
Two tips:
1. Turn the heater to max to flush that out
2. Shortfill one flush cycle to force the draining of the coolant in the reservoir