I have done this to my Mazda5 before and loved it ever since, so this is just an easy, cheap project. I do find the screen blinker very small, so having a LED on the mirrors help switching lane.
The steps are simple.
1) Tap the tail light yellow wire (US passenger side adapter) / reddish wire (US driver side adapter)
2) Run the wire to the door. Entering the door is extreme easy compare with my other car, just buy a fishing wire and no lubricant is required.
3) You will need to remove the speaker, which are held by 4 bolts and some clips, run the wire like in the photo. Popping the door panels instruction can be found on youtube.
4) As the convex mirrors will lose the autodimming function, you might simply cut and use the autodimming wires without removing the mirrors. black/red wire is positive; black/green is negative
**REMEMBER** when using the autodimming wires, make sure you cut the wire entirely instead of tapping to it, it will cause the interior rear view mirror's autodimming burned the entire mirror unit out.