Mazda parts vs. third party (specifically thermostats)
 

2004 Mazda, Mazda3, 5dr Hatchback (2.3L 4cyl)
"Check engine light" came on; had the code read (at Advance and Autozone) and both times got
P0126: "insufficient coolant temperature for stable operation".

Research shows that thermostat failure is a very common problem with first Generation Mazda 3's.
(Without going into all the details in this post) I'm assuming thermostat failure is my problem, as well, and I'm planning to replace it.
My question here is with what to replace it.

As common as the posts (on multiple sites, forums) are about thermostat failure are warnings against using a replacement thermostat from Advance, Autozone, or any other third parties, in general. It is frequently advised to use only a Mazda thermostat. I find it difficult to see the logic behind this as it's the original Mazda thermostats that seem defective and all failed in the first place?

I called a local dealership parts department asked about this and was told their number for this part has been changed three times. I got no other info. Maybe three different manufacturers?

If this is the case, especially buying online, one is just as likely to get a "new old stock" early (defective) one as a newer one with bugs worked out. Can anyone here shed any light on this?

Another possibility is your coolant needs to be flushed and filled and your coolant sensor needs to be changed----it may be full of crap and not reading properly.

if the part number has changed, that means the part has been updated. if you buy the current part # it will not be an old stock item.

I would stick with the factory part since it has been updated and specifically engineered for your car. some aftermarket parts are designed to fit a variety of applications and may result in a poor fitment. Probably not a bad idea to flush the cooling system at the same time.

I would hold off on replacing the temp sensor. they are not known to go bad.