I have 2001 Protege purchased this past spring, immaculate condition, very good CarFax - 1 owner. Has 123,000 miles now, this is a 2.0 ES with automatic. While I did not plan on it, I am now commuting 50 miles each way, 5 days a week and average about 24 mpg.
I saw a 2005 Mazda 6 4cyl and automatic, very very clean. 44,000 miles. They are asking $8400, I bought the Protege for 4500 including tax.
Would you upgrade to the 6 or keep the Protege until it died?

 

There is a great site called Carsurvey.org that allows you to gauge the satisfaction/problems/issues owners have with their cars. Of course consumer reports is a good source of information as well.
Financially, it will not make sense to switch at this time. There is a lot of life left in the protege in particular if you don't skimp on maintenance. Also the 6 will use slightly more gas and it will need maintenance as well. The trade in value for your Protege will be very low making the 9 months of ownership very expensive. If you are buying with credit the switch would be even more expensive. Since you mentioned the fuel economy I think the money is important to you.
You may have other reasons to switch. Maybe the 6 suits you better, i don't know.

 

I suggest 06 mazda 6i instead of 05 mazda 6i. The front lamps on 05 look much dark than 06. 06 has 5 speed automatic than 05 4 speed automatic.

You could keep your mazda protege for another year. Once 2013 brand new mazda6 coming out, 06 mazda6 or 07 mazda6 will lose values.

 

I'd keep the Protege as well; that said, I'm surprised at how low your fuel economy numbers are. Unless you're in bumper-to-bumper traffic in both directions I would have expected to see your fuel economy number up in the low thirties.

FWIW, I'm currently working two gigs, each about 45 miles from my house (one directly north, and one directly south), and my 2009 Mazda3 consistenly returns one MPG either way of 31.

 

Shipo noticed correctly. That fuel consumption is too high for the protege. Maybe the engine needs a tune up or the brakes are dragging?