You can get any brand of stereo u like, u just need to get a wiring harness for the mazda 626 (like this one if u have an 01-02
http://www.amazon.com/gp/aw/d/B000KL1454). You can also look up the wiring diagram to match up the car's color configuration with the new stereo, but wiring harnesses use a universal config that makes it a lot easier to install. As for the stereo size, all single-din models will fit but u can buy an installation kit like this if theres space on the bottom or sides (this one is also for an 01-02 but they have them for other model years too
http://www.amazon.com/gp/aw/d/B000KL144A/ref=pd_aw_sim_e_1?pi=SL500_SS115). If your stock stereo was taller or has an empty space underneath, u could also go with a double-din model like a navigation/dvd unit. I've installed complete stereo systems on a dozen different cars (including speakers, subs, amps, dvd/nav, etc) so feel free to ask if u have any other questions