The 2013 Mazda CX-5 is fun to drive, the entertaining driving dynamics are there because of a few deliberate choices Mazda engineers made when designing the car. First, the little crossover SUV handles quite well. One reasons is the somewhat aggressive Toyo 225/55 tires mounted on 19 inch wheels for the Grand Touring model. That's just tire jargon for saying the tires are fairly wide and have a low sidewall. That means the tires flex less and are more predictable and precise when going around a turn. The suspension is also a little tighter and that adds to the Mazda sporty feel.
Also, the CX-5's 2.0 liter engine makes 155 hp which is a little less than the Honda CR-V and Toyota RAV4. It not that the engine is underpowered, it's more the way Mazda chose to calibrate the transmission. The EPA estimate for the Mazda CX-5's fuel economy is 26 city / 32 highway. That's pretty good for a small SUV. One of the ways Mazda gets that is by forcing the automatic transmission to seek the next highest gear almost all the time. The result is that you can be driving 30 mph and already be in 6th gear. That's great for fuel sipping but not awesome for seat of the pants performance.
But there is a solution, the CX-5 Grand Touring's automatic transmission (less expensive models can be had with a manual transmission) has a shift it yourself feature. By sliding the shift lever over to the left, you get to control shifts yourself, when you do this, the CX-5 feels a lot quicker and is significantly more fun to drive.