My 626 recently was giving me a check engine light. It was intermittent
for a while but then started staying on until I reset it by
disconnecting the battery. I was going to bring it to Mazda, they said
the EGR needed cleaning and I believe they quoted about $270 for the
work. I decided to try to do it myself, after getting the Throttle body
off, I could not get the EGR valve off (didn't have the right size
wrench and I was running out of time on the weekend). I did clean out
the throttle body meticulously and I made sure I cleared out 2 small
orifices at the opening (lower) and blew them clean.

Initially, after cleaning it out, starting the car, the light came back
on rather quickly, I guess it may have been because of all the cleaning
fluid I used and the engine was smoking quite heavily to get it cleaned
out. After a 100 miles or so, the light went out. It's been about 5k
miles since then and the light has not come back on. I also notice that
I have better gas mileage and acceleration.

Just thought I'd post this in case someone else had the same issue.

O yeah.. Make sure you have the right gasket kit for the Throttle Body,
and be prepared to spend some time getting the old one off..