I prefer to start my car by turning a key. I like to be able to turn my engine off but leave the radio on.
Edit: after reading some Mazda forums, it looks like you can just hold the shift button (if you have an automatic) while on park to make the radio stay on, no need for neutral or other gear. You might want to try that.
Have you tried electronics? 5,000 RPM should do the trick. 7,000 RPM for those extra-tough jobs.
And I've heard it's much easier to make it happen in ehm... older cars.