I too just picked up a southern vehicle that I plan to use year-round ('04 GMC Yukon XL Denali). I shudder at the thought of that clean undercarriage being subjected to Ohio winters :nervous2:
Collinite for me too

Semi-Pro stuff or not, it's cheap, user-friendly, and it performs great.
My big concern is undercoating properly so it doesn't start to rust. I'll use a combination of undercoating from AutoIntValueGuard (source:
Automotive International - Valugard Product Line ) and Eastwood's Heavy Duty Black Anti-Rust (source:
Eastwood Company Home Page ).
The Black Anti-Rust leaves a nice satin black finish; I even used it on the (also from FLA) '84 RX-7 among other vehicles; it looks *nice*, not like what one might expect from an undercoating. Very user-friendly too.
But for true rust protection, the rustproofing stuff from AutoInt/Value guard is, IMO about as good as it gets. I'd recommend buying the (cheap) spray gun and doing it the way the pros do, but the aerosol cans work quite well too and are designed for the DIY amateur.
Then of course you still need to wash the undercarriage regularly and make sure there isn't anything (leaves, dirt, etc.) trapped in out of the way areas where it could stay damp and/or clog drain holes. It can be surprising what you find in those places nobody sees.
If that Miata were mine I'd treat it like the RX-7...i.e., no winters

But OTOH, with four snowtires and a limited slip differential, it'd be a fun winter car.