Never had a problem with my MX-6. Sold it with 180000 kms on the clock.
Last generation RX-7's were a nightmare. 2nd generation RX-7's were better. I had one until 170000 kms. It needed a sensor replaced, and the caliper was sticky, but other than that, not bad at all reliability wise.
I would put Mazda's overall reliability on par with Nissan, and perhaps slightly below Honda/Toyota.
If you want to get model specific, then I can go in-depth. I assume you are inquiring about the reliability of the Protege vs. popular alternatives (Spec V, SVT, etc.), correct?