How do you find the thermostat on a 95 Mazda 626 V6?

underneath the air box, once removed look for thr large coolant hose

For the V6 motor: Remove the intake snorkel. There are two 10mm bolts at the front. Remove the intake assembly. Unplug the VAF and unbolt three nuts (two on the engine side, one on the battery side).

Place a drain pan under the radiator drain plug, and open the tap. Now would be a great time to flush the block and the radiator but seeing as you've asked specifically about the thermostat -

Follow the bottom radiator hose. The larger diameter hose will come back towards the block and then bend towards the throttle body. The rubber hose mates with a metal pipe. The pipe is bolted onto another flange by two bolts.

Remove the intake assembly mounting bracket that is in your way.

Unbolt the two bolts on the aforementioned flange. There is a bracket on the metal pipe (ex-bottom rad hose). The bracket bolts the pipe to the block. Unbolt it. You should now be able to remove the pipe (or at least move it back far enough to access the thermostat inside).