I think it sounds like a great idea but I'm a noob when it comes to engine swaps in Miatas. The VQ has been considered the best V6 for many years running. Have you seen the Miata with the KLZE transplant? It is the February 2007 Miata of the Month over at Miata.net. There are some videos of that car on this site.
Mark (Maypo on .net) had a KL-DE with ZE pistons originally, not a KL-ZE. But yes, the KL 2.5 would be my choice for an engine swap if I had the time, money, and fabrication skills to make everything involved in the swap. My biggest concern when I was considering the swap was the intake manifold since the stock VRIS mani won't fit under our hoods.
The VQ engine is great, even in stock form, as long as you don't raise the rev-limit. The transmission would require a new shifter hole to be made in the tunnel. On the 240sx, it sits roughly 6" further back than the stock KA, CA, RB, or SR shifter....and iirc, those shifters line up fine in the Miata.
If we're talking Nissan engines, then how about someone try and shoehorn a VQ56 from a Titan in there? It seems to fit into the 350Z's engine bay, if I remember correctly the 350Z USD1 drift car has a 5.6 V8 in it.