I just got through running my wires in my Mazda3i Touring without issue. I ran the usb, power, audio, monitor, etc, cables all from the trunk under the back seat then along the passenger side up through and behind the glove box. All the cables fit nicely under the door sills and you can't even tell there is anything there.. I have about 10 cables so there should be plenty of room for most people...
As far as the firewall is concerned... I chose not to drill. I'm used to my Jeep where it's pretty much just pick a hole and feed the wire!
However with the mazda 3i there is a nice little boot behind the glove box where the main set of wires goes in through the firewall. I poked a SMALL hole in the boot and feed the power cable through. The hole I made is smaller in diameter than the power wire and thus the fit (once it got through) is tight! I also used some sealant around the outside of the boot/hole where the wire runs though. Thus after putting the boot back on the whole thing is still water tight. IF you have an automatic I have heard that on the drivers side there is a plastic boot that fits in where your clutch would come through... So you might be able to use that. I have a manual so that was not an option for me.
Hope that at least some of my rambling above has helped
GL