Difference
 

I was wondering how much sound difference there is between the stock MS3 exhaust and the mazdaspeed exhaust from the dealer?

I guess nobody knows !!!

The MS exhaust is more open than the OEM setup. In turn that is going to give you a deeper tone than stock. It should be a better sound. Check youtube.com for sound clips. As far as hp numbers I have no clue. I've heard some ppl say it's huge and others say it's nothing. Check other forums and search mazdausa.com. Maybe there's some additional info there.