The good news is that changing the headlights on the Mazda 6 first generation (and maybe second? ) car is a piece of cake... Once you take off the bumper, that is. Yes, its true, in order to remove the headlights you will need to take off the front bumper first. More good news for you is that taking off the bumper is pretty easy... Unless you live in an apartment which does not allow you to work on your car. In that case, drive down to the nearest Walmart parking lot and do your thing there :D. In case you have not read how to take off the front bumper on your 6 then do so before proceeding.
1. Take the front bumper off, DUH.
2. Looking at the top of the headlight, you will need to remove the (2) two upper mounting bolts (these are 10mm) and then a (1) single clip which you pry the center up with a flat head screwdriver.
3. Next you will need to remove the two lower 10mm mounting bolts. An extension comes in real handy here.
4. You have one final bolt that is on the side of the headlight. Go ahead and take it out. You can leave the white piece as is.
5. At this point you will be able to slide the headlight forward. But don't forget that you will need to disconnect the electrical plug before you can fully remove the headlight. Press on the center tab of the connector and pull it back.
There you have it. Not too bad right?
If you want even more directions then check out this video to see the steps in action.