I have an 02 protege I just got for cheap, well free actually. It has a triple salvaged title and should win me the ultimate bomber award if there was one.
Runs well but both front brakes are dragging badly. Rears are fine. I have done the following...

Disassembled, cleaned, and greased calipers. They compressed easily.
Replaced front brake hoses.
Bled the system.

Front brakes still drag and get hot after a few miles.

So I think it could be...
1. Both calipers sticking
2. Master cylinder not releasing
3. Proportioning valve

Any tips on diagnosis before I throw more parts at it?

 

A collapsed brake hose could hold pressure after the brake has been released. Trick is to catch it when its sticking.

Raise the car and pump the pedal a few times. If you duplicate the problem, open the bleeder for that caliper and see if you get a short squirt rather than a drip. Caliper should then turn freely. If so, problem could be the hose.

 

I already replaced the brake hoses, brakes are still sticking. Actually found out today that just the driver side front is sticking, so probably the caliper. I will replace and update...

 

My bad, I missed the Replaced Hose line. Still break a bleeder loose to see if something might be holding pressure on the caliper. Chances are your on the right track with the caliper.

 

I also have this same problem...

 

New calipers and it's all fixed