Rear calipers seized 30k miles - handbrake then fails to hold - can be freed off and everything readjusted if you know how at virtually zero cost. It does eat front brake pads though!
Paint faded under sunlight.
Two plug leads failed at 34k miles - new set cost half the Ford price from a Mazda agent (MX6 V6).
Distributor amplifier failed 36k miles - did NOT pay 600 gbp for new one - used my head and fixed/modified the old one for under 30 gbp - works better than ever!
Don't bother going to Ford for help - they virtually disown the car in the UK - unfortunately so do Mazda so it falls somewhere between a rock and a hard place!
Nice car - smooth and lots of power. Hard suspension, but corners very well. Reasonably economical mpg for the engine size.
Your comments about Mazda parts price are interesting. I have a MX-6 and generally I have found Probe parts to be cheaper.