Update, Part Deux;
.. after having the chat with the other guys and not wanting to have the softie tag been labeled against me, I decided to toughen the fvck up (that is after a couple cans of Monster energy drinks) and try again with the SE exhaust.
Weather was pleasant today, so that helped with the visibility. After picking up a few tips and kebab last Thursday night, I decided to use the screwdriver method and lotsa soapy water to loosen the rubber hanger mounts. There were 3 rubber hanger mounts; 1 near the 2 bolts (LHS) and 2 at the RHS. I've been reading alot and ppl have advised to work on the RHS ones first and once you get that done, since the exhaust will start to sag.. put a cardboard underneath the muffler to keep it level, so you could work on the LHS one without trying to juggle it with your feet (the trolley jack works too, but I was still using the jack as a emergency safety net should for any reason my jack stand collapse)
Basically this was what I did
1. Use a flathead screw driver and wedge a gap between the hanger and rubber creating a hole
2. Spray dishwashing liquid for lubrication.
3. Start peeling and wiggling the rubber mounts off the metal hangers (With the screwdriver still in there) till the metal knob goes through.
4. After that, easy peasy.
5. LHS one was a bit tricky as the flange was in the way. I unbolted the 2 bolts and let it hung a little before doing the same and removing the metal hanger off the rubber mount.
Bolting the new (old) exhaust wasn't that hard.
1. Place muffler on the cardboard box or jack to keep it level (or if u have a mate to hold it up, that's fine too)
2. Attach the muffler to the flange and loosely screw it in place.
3. Insert the LHS exhaust hanger into the rubber mount
4. Insert the RHS exhaust hangers into the rubber mount (I do the LHS one first) cos I needed the exhaust to still be a little flexible to fit it on cos once you put on the RHS one it's gonna be more rigid hence making it a bit harder.
5. Tighten bolts and good to go
Tools:
1. 1,800 kg trolley stand
2. 2x 1,200 kg jack stand
3. 17mm socket and ratchet
4. Morning fresh dishwashing liquid and/or WD40
5. Torchlight
6. Cloth
7. 2x can of Monster energy drink
8. Some upper body strength

.. if you might be wondering, that light at the left rear tyre is my flashlight

Jack stand box and a small tool were useful to hold the muffler in place and just about the right height

Side by side comparison. Direct bolt on, SE outlet and tip a bit longer

Slightly droopy, to accommodate the SE bumper lip. But I'll sort that out once I find a lip too

Bye bye baloney standard muffler

.. and hello shiny chrome Mazdaspeed

I did give the muffler a good clean to get rid of almost 10 years of crap. Not shiny, but still nice
First impression? No difference in sound at idle.
At high RPM, a slightly raspier and throatier sound (go fast sound) which I like so the missus won't know
Not sure if there were any gains, but if there were any it would be negligible at best. But since I got it for a bargain and aesthetics and sound were good, I'm a happy camper