I had my back-left window get jammed in the down position of my 94 protege also. I was able to remove the motor assembly and fix it. You just have to bend the metal holding the arm back into place to keep the teeth from skipping.
I had the same "popping" problem with my 94 Mazda Protege when I made sharp turns, or went over large bumps. As it turns out, I had a stabilizer link that was broken. Once this was replaced the problem went away. It only cost $20 for the repair.
When the weather is cold below 35 degrees my horn gets stuck going off, great way to wake up at 4 am with the neighbors calling me asking me to turn off the horn. As well my seat belt light and beeper keeps beeping. I have tried to remove the fuse, but then I have no brake lights or speedometer.
Regarding point #9: The tape deck on my 1992 Protege became unreliable between 70,000 and 80,000 miles. I too installed a CD player. I think this is common for cassette decks, and CD players are getting pretty cheap anyway. The FM radio always had great reception, better than the one in the CD player I bought.
Regarding point #7: This is a recall item. You should contact your dealer. I still have a card from Mazda regarding potential failure of the automatic seat belts to move along their track properly. They advised me that this was a recall item and that if it happened on my car, I should contact my dealer. Mine still function, so it's not yet an issue.
Regarding your other points: My Protege is 11 years old and has 126,000 miles on it. It has all the options except a sunroof. The power accessories and other options work just fine. My air conditioning still is chugging out cold air using its original R-12 refrigerant.
Finally, I agree that parts are outrageously expensive and that many are available only from Mazda. At present I am attempting to locate an air intake hose -- the hose between the air flow meter and the intake manifold -- and am having a lot of trouble. Mazda wants almost $70, and so far the salvage sites simply do not have this part. The car won't run without it, so I may wind up driving to a parts store, removing it, and having them assemble a makeshift replacement from generic hoses and elbow joints. (I've done this before!)
Overall I would give this car a much better review than yours, although my experience apparently has been much better than yours. It's a fast, good-handling little car with lots of extras at a bargain price. Just don't break anything...
I also have a 94 Protege. It too makes the popping noise when I turn. I have been thinking it is a CV joint going bad and assuming this isn't going to be a cheap repair, have been holding off fixing it. Also, my A/C fan doesn't seem to blow hard enough to cool you off. The car also speeds up and slows down as the compressor kicks on and off!