Right, I thought I'd post this update as there seems to be no information/lots of misinformation on the web about these exhaust manifolds.
Firstly it seems that these manifolds are very prone to cracking, if you hear a tick tick on startup which clears after a minute or two this is probably your problem. Secondly, Ford/Mazda have been telling everybody that the only cure is to purchase a new manifold complete with catalytic converter which retails at approx 1000USD. In my experience, this is not true. Be very wary of a dealer who diagnosis a fault without even removing it from the car. The manifold is Stainless steel tubing with steel flanges, this can easily be weld repaired, negating the need for costly replacements. Whats more, if you have mechanical skills and the right tools you can carry this job out yourself saving even more money.
So after putting off the job for the last 6 months I finally got the car in the garage last month. In my case it was the right hand bank (nearest the firewall, and the most difficult one to access) that had the noise. The haynes manual and Ford/Mazda dealer suggest to remove the right side wheel, driveshaft, alternator etc to allow access to the manifold. I chose to attempt the repair from the top and this is my procedure.
Firstly get the bonnet/hood as high as possible to allow good access whilst crawling on top of the engine. Remove the air filter, piping and then inlet manifold the same way you would to gain access to the rear plugs. You'll have to remove the EGR valve, throttle cable and all plugs from the inlet manifold. This is quite easy to do. Next find something to cover the inlet ports, you'll be crawling all over them for the next few hours and don't want anything to fall down inside. Remove the 3 rear coils and plugs to prevent damage occuring to them. There is a bracket that is bolted on the right rear corner of the rear head which supports piping (power steering if I remember right?) Remove this, it is held on by a large 3/4" or 7/8" bolt, again can't remember which size exactly. Next remove the cabling loom that runs along the rear of the rocker cover. It is held on one end by a big plug on the firewall, in the middle by a couple of nuts and on the other end by 2 cables that go off to the alternator and 1 that goes to the O2 sensor. Removing these alternator connections can be tricky. Get a light in there to help you see better. Once these connections are released the loom can be pulled forward completely out of the way of the exhaust manifold. Now get some penetrating oil spray and soak the 6 exhaust studs and the EGR takeoff pipe. If you don't have this oil, use diesel, it does the same thing. Now get a spanner on the EGR takeoff pipe and remove it completely. In my case this came off quite easily.
Crawl under the car and remove the 2 bolts that secure the manifold to the main pipe. One of these bolts sheared off on my car but don't worry, these can be replaced when rebuilding.
Now for the part that I wasn't looking forward to! Get a good fitting 1/2" deep socket and remove the exhaust manifold nuts. You'll need a 1/2" ring spanner to get the two right hand nuts as the alternator obstructs the socket. You may need extra leverage on this spanner but they will come off.
You may think that the manifold will slide out now, but it won't. The problem is the alternator obstructs the manifold from being pushed back over the studs. There is an easy fix to this, remove the studs. This is not as difficult as it sounds and you will likely find that some of the studs come out when you remove the nuts. For those that don't, get a 5mm spanner and remove them using the hex that is built into the head of each stud. For me, these studs came out with little resistance. When all of the studs have been removed, the manifold will slide upwards and with a bit of fidling, you'll be able to free it. At this point you'll probably feel like crying with happiness, don't be ashamed this is understandable!! It took me 3 hours to get to this point although I wasn't working fast and had to work things out as I went along. You should be able to do it in a couple of hours.
Be sure to remove the O2 sensor from the manifold to prevent damaging it.
Now for the repair. The pipes slide inside each flange and are welded on the inside. Some of these welds are pretty rough and in my case had cracked 3/4 of the way around on one pipe. I bet yours is the same? The cracks won't be completely visible so you'll need to improvise. Get your pentrating oil and pour it around the outisde of each flange. Give it 30 seconds then turn it over and see where the oil has pentrated through to the inside. This is where the crack is. Grind this area down and reweld it 360 deg round the pipe on the inside. I decided to also grind and weld the outside pipe/flange joint to ensure a strong joint. If your concerned about the manifold flange moving, make a suitable fixing to ensure the flange stays in place whilst welding. I got a piece of flat bar and drilled 6 holes and bolted the maniold to it. If your not confident with this get somebody to do it for you. Once this is done, grind the new weld so that it is smooth to allow gases to travel over without creating hot spots. The last thing you want to do is have to do this job again 6 months down the line!
The reassembly is the reverse. Get some good high temperature grease to grease up the exhaust studs. New gaskets are quite expensive but you can order them from several online companies for a good price. One UK based company has them for £20, my dealer wanted 150 NZD!!! Do a search, you'll find them easily enough.
I hope this will help people who have a similar problem to mine, get the confidence to attempt this job themselves. Don't get ripped off by the dealer, give it a go yourself and save your cash for when the transmission blows!! Now thats a different story...
Feel free to distribute this information for all to see and good luck!
ps. if anyone wants more help feel free to PM me.