Our Millenia L 2.5 was overheating. So I replaced the coolant temperature sensor, and cooling fan relay, and it fixed the problem.

I bought the parts from our local Mazda dealer, the parts cost $42, and $40 respectively (a good price compared to aftermarket).

FYI - the temperature sensor is located on the passanger side, where the upper radiator hose meets the engine (near the thermostate) and is a simple 4 minute job, made easier if you use a deep socket.

The fan relay is on the driver's side, just right of the fusebox. It's the middle of three relays you'll find there, with "EE12" on it's top.

Both have connector that clip together, and need to be released. You'll need a small screwdriver.

And on final thing, after changing them, your engine light might need resetting. To do so, unhook the battery for 10 minutes, then press the brake pedal 5 times (and click your heels), before re-connecting the battery.

If the battery clamps are corroded, clean it with a wire brush, before re-connecting the battery.