Just to put things in perspective, I own a 2005 Mazda3 from new and while I had little rust in the rear wheel wells (cleaned up by Mazda free of charge), I have not experienced the paint bubbling issue yet. I know many owners did, especially with 2004 models and fewer owners of early 2005 models. I have not heard of any 2006MY owner having this type of issues, but this is perhaps because it’s too early.
The rust in the wheel well is largely due to the way Mazda finished (or not) the metal panels in that particular area; the metal panels are not painted or covered with rust proof material and due to the shape, it holds debris, snow, salt, slush, etc. I did not look if Mazda painted or protected in any way the wheel wells on the new Mazda3, but if I was to buy one, I would make sure I would do that myself.
Still, I would be interested to learn more about how can you "feel" the paint and tell if it will bubble up or prematurely rust. However, I could understand how you can "feel" other attributes of a paint job (smoothness, finish, etc.).