It's very hard to beat the Mazda stock OEM thermostat for quality.  Aftermarket thermostats have very high failure rates and do not perform as well as the stock Mazda unit - they do not open as quick as the stock Mazda unit.  Most aftermarket thermostats do not include a "jiggle pin" like the stock Mazda units.  The jiggle-pin minimizes air bubbles trapped in the cooling system.

If you think you have a bad thermostat, test it by throwing the thermostat in a pot of hot water on the stove.  The thermostat should pop open to full extension when the water starts boiling.

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