UPDATE: I’ve been able to check into some more leads, i.e., various online used/rebuilt engine suppliers, as well as additional local engine repair mechanics…my current quote for engine replacement, with a used engine, is down to 3300.00 (quote includes the engine, additional parts, fluids as well as labor). I am leaning more towards repairing the car, rather than replacement, since my husband just bought a brand new vehicle 2 months ago. I would really like to repair my car and hope for 2-3 more years of use, until we pay off the new vehicle. My question now is, how do I know I am working through a reputable company when purchasing a rebuilt or used engine online? The current online supplier with the best price thus far, offers a 3 Year Parts and Labor warranty. The engine I am looking at is used with 54K, and has been compression tested and steam cleaned. Thoughts…additional recommendations??? Thanks again for all the great feedback. This forum has been very educational…very glad I posted. 
My opinion: I would not trust an online service for this unless you get get lots of good references.
Here is some additional information based on the questions that have been asked. My car was due for an oil change, with the 3 month timeline at mid January…when the rod noise first presented it was mid February and I was at 3700 miles since the last oil change. I went through a local shop in my area, which is reputable, and where I’ve been having my car services for the last 8 years. I didn’t notice any oil leaking up until this point…in fact, when I put the car up on ramps and pulled off the plastic brush guard over the oil pan, there was no sign leakage. I had no idea my car was using oil. That said, I wasn’t being diligent with checking my oil…hard lesson learned. 
What you need first and foremost is a good local mechanic, unless you are going to install it yourself. You seem to have a good business head about you in your approach to finding an engine, take the same approach to finding a mechanic.
Get recommendations from friends, check online sites like the BBB, interview the mechanic to get the feel for them and compare rates against total experience and experience with Mazda’s
Don’t overlook the dealer either. Some can be very fair but some are not. Just treat the dealer like any other mechanic you are considering, put them through the same paces.
Remember, this is a business transaction and you want to establish a business relationship with the mechanic that best fits your needs. Once you have a good one, use him/her/them for all your maintenance that you don’t do yourself, even oil changes. Oil changes may cost a little more compared to a quicky oil change place, but it will pay off in the long run.
Compression tested is good but it’s also not an indicator that the entire engine is in superior shape. That test only cover the top endd up to a point. It reveals nothing about the lower end, timing belt or chain case area, etc, etc. With a warranty that 54k engine coculd be a deal if the shop will really stand behind any problems.
Before a replacement engine is installed it should get a new rear main seal and transmission torque converter seal. This is done to head off problems due to a leaking 10 seal later and having to tear it all back apart.
I am still curious about the circumstances behind this problem seeing as how an oil change was involved. If someone botched an oil change it’s possible you could get a replacement engine without a single dime out of your pocket.
Has the shop you’ve been doing business with prior have any experience with this engine replacing shop you’ve found? I’d be hesitant to use anybody without a good personal reference that has used them before. When I had my truck’s auto transmission rebuilt, among a half dozen possibilities, I used the transmission rebuild shop my regular mechanic recommended. He told me that’s the only one he’d consider using for his own cars. The two mechanics kept in touch with each other during the rebuild, my mechanic told me he wanted to grease the skids a little to make sure it went smoothly. The tranny mechanic was a little on the cranky side, and his price was a little higher than the median quote I’d obtained, but the rebuild was done on time and with good quality. I was very satisfied with the result.