Don't know where to start.
1. A/C went out at 75000 miles, had the dealer check it, they went through it but couldn't find the problem, even though it was recharged and empty of freon by nightfall, costly to fix - 800.
2. Back passenger window stuck in the down position at 40,000 miles, was out of town so I took of the door cover and finally after an hour pried it loose, rolled it up and unhooked the electrical connection, still unusuable today.
3. Back drivers window shakes and grunts and groans when going up or down, took off the door cover and lubricated all metal parts, much to the hassle of cleaning lithium grease off the window, did not help, still not using it.
4. Drivers window pops and will not roll up without a helping hand, had checked at the dealer, need new motor gears, but have to buy a whole motor, cost is 350 dollars, do not use.
5. Sunroof will not close all the way, had it repaired at the dealer once but acted up again so it still does not close all the way (good thing I have a garage).
6. Transmission would not shift out of park if the car was cold, this happened from about 60,000 to 80,000, but now does not have a problem, so I guess it's fixed.
7. Seat belts are the type that slide along a track beside the door frame, they are stuck in the front position so it is impossible to buckle up for safety.
8. Front suspension pops when I turn too sharp, had the dealer put on new CV joints, but when I drove it from the dealer it still did this. Told myself not to turn too sharp and still drive it this way today.
9. Tape deck quit working at 40,000 so I installed a CD player.
This is an attractive car with a dependable motor, but that is the extent of it, as all the accessories are in my opinion, made of unreliable and badly designed parts. The parts you have to buy are unreasonably expensive and can only be purchased through Mazda.
As a "do as much as I can for myself"-er, I appreciate this owner tackling the window problems. However, since the owner chose to attempt fixes, failed, and so left the car in disrepair, one cannot know if the dealer's mechanics would have been able to remedy the problems or not.
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!
Regarding the horn sticking in cold weather. You can remedy this problem by removing the horn pad from the front of the steering wheel, there are four bolts on the back of the steering wheel that hold it on. You can directly disconnect the horn there or you can bend the metal that makes contact on the switch, if you bend it back out of the way a little it will not make contact as easily and should fix your problem. I had this same problem and that fixed it. I also have the popping going around sharp turns, and have not been able to fix this.