Rick , I'm not familiar with what exhaust comes on Mazda's . Dr. Pain is correct with your basic clamp on tips from an OTC store usually aren't that good . If you buy a whole kit from say Like MAC , Borla ,Corsa ,Magnaflow or the like they are made way better . The tips do clamp on but fit perfect ,with the entire clamping system being SS as well .To me, the important place they need to be welded is to the muffler itself ,and most quality aftermarket kits like the ones I mentioned do come that way .I have a Mac SS cat back , tips clamp on, mufflers come welded to mid and tail pipe and have zero issues .
You may be better served finding a Mazda 6 forum and see what those guys are installing and running . Sometimes Muffler shops can get quite expensive . You'll pay the same price for an aluminized setup through them as you would buying an aftermarket SS one on your own. That's if you can install it yourself .
Are your tips are SS ? And you are just looking to clean them up ,that can be done fairly cheap with a little elbow grease and few hours of your time ,let us know and we can give some suggestions on steps to get them looking nice .... Hope this helps .