Any particular reason for Mazda?
I had a VW in HK and when Dai Chong Hong (DCH) had the rights for distribution and sales, the after sales servicing was pretty fair and the service centers were plentiful across HK. When DCH lost the rights a few years later, things went downhill pretty fast.
I then replaced the VW with a Honda, which DCH has the rights for. The servicing is VERY reasonable at DCH and they people are pretty 'honest'. EG I asked them about some things and they told me not to bother with it (would have cost me $10k).
Mazda has 1 official service center in Kwai Hing/Chung I think - is that convenient for you? DCH has one in quarry bay, 5mins walk from my office, so that works really well for me.
As for Merc, as per what other people said, it's probably reached the age when things are breaking now so I'd give it a miss, unless you want the 'prestige' of driving an older merc vs Mazda.