We had an '02 model Protege' with the 2.0 engine, auto trans and rear drum brakes. Nice car with good gas mileage and great handling.
But::: At about 75,000 miles, the trans started slipping and shifting funny (I actually posted a note here asking about the causes). The car was almost 100% driven very gently by The Missus.
From what we could tell, it was sort of a fluke..the dealer said there no history of problems with Mazda automatics and I couldn't find any common problems on various Mazda-owner websites either.
So I guess we were just unlucky.
We needed a bigger car to haul the grandparents around anyway, so it got swapped for an '08 Accord.
But if I were ever to buy another, I'd look at the trans fluid and make sure the trans shifted nice when it was fully warm.
We have an Escort GT that went 125,000 on it's similar (Mazda) automatic trans with no problems...it's now my NASA racer (I swapped in a 5 speed) and is still going strong with the original, untouched engine.
And my daily driver is a 1.8, '00 Miata...best car I've ever owned.
Nice thing about Mazda engines: they are not "interference". This means you can snap a camshaft belt and not bend all the valves.