In my 2002 LX I found it to be the 20A fuse in the fuse compartment inside by the driverside door. in the owners manual it is listed as "DISCRIP: #2 (H/CLN) - PROTECTED COMPONENT For protection of various circuits." The top row second in. If this isn't it get a pair of pliers and gently pull the fuses- one at a time- and see if they are burnt out.
Buy a new one.
Take it out and put in a new one.......
It is located in the Kick Panel right by the brake pedal on the drivers side underneath the Dashboard the Cigarette fuse is labeled HCLN and it is a 20 amp fuse. =-)
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There are two fuses for both cigarette lighters on my Mazda 6, 2004. The 15A fuses are located in the fuse box, located under the steering wheel on the left side, just above the driver's floor mat. The fuse slot for the front lighter is #10, and #14 is for the rear accessory lighter.
in your anus
It is an inline fuse behind the socket. I don't know anything else about it but here is a post I found. http://www.msprotege.com/forum/showthread.php?t=123634961
A broken cigarette lighter fuse in a Mazda 5 can be a nuisance. A burnt fuse is a common cause for this problem and can be found in slot 43 of the passenger fuse box.
You can find the fuse box diagram on page 6-10 of your owners manual.
it is located on the motor in the front