I have an iPhone 6 and wanted to connect it to the existing Mk3 radio. I used to have a kit for a iPod. I found on amazon the following: Goliton® AUX 3.5mm Cable Connect iPod iPhone MP3 Phone Audio to Mazda Car Player connector adapter cable (2 Meter Long) and it works a treat! It plugs into the headphone socket.
I also wanted to power the phone (for longer journeys) and a simple USB power lead to the cigarette lighter with the wire buried behind the radio works well also. I mount the iPhone on a simple phone bracket attached to the windscreen on the right so I can easily control music or my sat nav system (TomTom). I hope that this helps others.