I have a 1994 mazda 626 LX and I'm putting a Kenwood 115s in it. There is a black clip with a black and blue striped wire. And where the the ground on the factory wiring harness?

Thanks

 

Lots of Mazda's factory radios ground internally, so no ground wire is present in the harness. You can ground off the cigarette lighter wiring (it does work) or find a good grounding point under/behind the dash (more recommended).
I don't know about the black clip you mentioned...