Actually, I disagree. My Mazda had the cats removed, and I can share how it was done without setting a MIL. Something is needed, but the electrical change is simple and not model specific.

The only O2 sensors affected by cat removal will be the downstream O2, as the upstream parts are in front of the catalysts. The O2 sensors will give a signal output of a little less than 1 volt when rich, and 0 volts when lean. This will switch back and forth with the front O2 as A/F is varied between rich and lean to keep the car near stoichiometric. The downstream O2 sensors exist mainly to detect proper catalyst operation for OBD purposes. With the cats removed, you will just need to dial the signal out (on the downstream sensors) to show lean operation. To do this, either you can make a MIL eliminator using some simple components from Radioshack (I forget what they are but I can find out if you are handy with a soldering iron), or you can buy one ready made for about $15 from another forum (Mazda3club has them). For me, it worked like a charm, no MIL in thousands of miles of driving. Since all lambda-type O2 sensors work on the same principal, I have no doubt that it will work on a Crossfire as well. Linear O2 sensors (UEGO) are a different story, but then again, these type are never used for downstream (OBD) purposes.

Let me know if I can be of any more help.