Hey Sky,
Check for the following babe
1. intake leaks2. vacuum leaks3. EGR4. MAF operation5. 02 sensor operation
Intake leaks and vacuum leaks easily cause funky problems down low when the 02 is switching from rich to lean, back and forth to maintain the stoich fuel ratio. A vacuum leak also can cause fuel regulators to act funny, causing hard start-up and other issues.
As for the EGR, brake cleaner works excellent for removing carbon/oil build-up without any scrubbing. Spray it down once, then let it sit for a few seconds then hit it again. Be liberal with it. The brake cleaner won't leave any residue either. I've seen plenty of EGR related issues cause idle misfires in the B-series and MPV Mazdas. Although they aren't the same engine, they all operate in similar fashion.
MAFs sometimes get dirty when they are used with an open element filter, especially oiled units like a K&N. Hose it down with some of the before mentioned brake cleaner, carb clean will leave a residue which can cause incorrect metering.
02 sensors go out whenever they feel like it, or so it seems. You can always check the harness and readout from the 02 to verify it's working correctly.