Go with the 2010 Mazda 3. You will get better deals on it at the dealership. The 2009 might come with more incentives to get it off the lot, but no deals especially from Mazda. Car companies often have hidden offers you don't find out about until you ask. You won't find such deals on older or unsold models.
The only downside is that the 2010 Mazda 3s look dreadful. But if thats the car you are set on and looks aren't that important then its best to go new.
