The glossy black is 'OK' to me. A bit of 'orange peel' on the clearcoat of the paint, but not a big issue since most white Mazda 3 has 'orange peel' clearcoat due to poor paint QC at factory (the curse of CBU cars).
Installation required some drilling and held together by a layer of primer and 3M tape, as expected for most bodykits. Note that you have to remove the rear mudguard to install the side skirts.
5 drill points for the front skirt (2 at each side, one in the center)
4 drill points for the side skirt (2 at each end)
6 drill points for the rear skirt (2 at each side, 2 in evenly spaced in the middle)
Spoiler held together by 3M primer and 3M tape.
So far so good. Not the most striking of bodykits but serves my purpose of having an executive-ish ride

If your ride is Soul Red / Reflex Blue, try painting the kits gloss black.
Personally, I would've preferred mine in white to match the body paint but the white / black scheme seems to grow on me.
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You are right. I also notice my car (Artic white) paint had orange peel surface if under lighting. Starting i thought i am too sensitive and thought it appear on my car only. After some day, i park beside a CX-5 which have same situation with me. Now i confirm all Artic White had orange peel finish on the whole car. For other color, i think should dont have this problem (I guess).