If you are referring to the coolant temperature sensor which sends signal to your dash guage and controls when the radiator fans come on refer to the following website if you have a 4 cyl vehicle. http://www.mazdaforum.com/archive/threads/coolant-temp-sensor-how-to-replace-pix-4746-1.html
I had the same problem on my 98 Mazda 626 and the O2 sensor was faulty.....
where is the location of all o2 sensars in 99 Mazda 626
Follow + battery cable should connect to solenoid
on the throttle body
Yes, it has a speed sensor, about $125 online.
On the 2000 626 it is directly under the air filter box.
the ABS sensor is bad.
It's part of the distributor
Mazda 626 frm 1996 doesn't have O2 sensors, have you ECU/PCM inspected, it might have a minor damage.
I Know 1993 have them them I have one and have replaced.
I believe it is called the speed sensor.