I bought myself a "92 model Mazda 626 about 2 weeks ago and it still had the stock HU in it. Today I finally got around to installing my Pioneer DEH-1650 using the guide from installdr.com as a guide. I figured out how to get the stock unit out using some coat hanger wire and unplugged all the wires from the back. I inserted the new HU cage and began wiring up the new Pioneer unit.
I wired up the ground connection first, then the two 12V battery and ignition connections. At this point I turned the ignition key to ON to check that I had power to the HU... hoorah, it turned on. I had power.
I then connected the power antenna wire to the HU's remote wire and once again turned on the unit to check that the connection had been made correctly. Obviously I had done it correctly because the antenna activated and extended when the unit was switched on, and then retracted when the unit was switched off. At about this point I also connected the antenna cable so I am able to receive a radio signal.
So all is well and fine up to this point right? Well that's what I'm thinking. So proceed to connect the speakers wires up and again turn the unit on to see if I have sound. For some reason I'm not getting anything. I used a 9V battery connected to the speaker wires to make sure I was connecting the right wires and everything, so I know it's not a problem with the wiring.
This really doesn't make any sense to me. There is power to the head unit. There is a radio signal being received from the antenna. The only thing left in the process is for the HU to output the power to the speakers... correct? So why aren't thespeakers working when I hook them up? Am I missing a step or something... I really can't figure this out. I know the speakers are in good working condition too because they were working just fine this morning before I took the stock HU out.
I'll give Mazda a call tomorrow to see if they can answer my question... but I'm just hoping someone around here knows what the problem might be and can shed some light on them for me. Any idea will be greatly appreciated.

The one I worked on had a factory amp in the boot which probably used a power wire to turn it on.

A factory amp? Are you serious? Didn't know about this. Well I'll check it out tomorrow night hopefully, just have to go another day without any music.
If this is the case and I need to hook up a power wire to the amp... where do I hook it up to on the HU? The only wires at the back of the HU are;
12V Battery
12V Ignition
Remote wire
Ground
8x speakers wires

Would I just loop it off the 12V Battery wire?
This would somehow explain the extra 2 wires I have sitting there. After hooking up all the power, ground and remote wires, there are 10 wires left over.. although there should only be 8 (2 to each of the 4 speakers). I've been trying to figure out what these other 2 wires are there for.

I beleive the amp had high level or speaker level inputs, so it connected directly to the old hu. I didnt use the amp, just ran new cables to the speakers.

I actually just thought of doing that on my way home tonight... feel stupid for not thinking of that in the first place. This is a pain the ass though.. means I have to go through the extra hassle of running more cables, and I'm not a huge fan of taking door trims off and stuff. But it does have splits up front, so maybe the x-over is in a more accessable position. I'm gonna check it out before it gets dark tonight (hopefully! it ain't easy when there's a 5 month old son to look after).
Thanks for the help though.. I really appreciate it.

Finally got it working. I Figured out that the pre-outs had blown and that's why I wasn't getting any output to the speakers. I've installed an older model Pioneer deck (DEH-1450) that I had laying around without the face plate and am just using the newer face plate (DEH-1650) and all works well. The only problem is the display doesn't show properly... but everything else is working fine so I'm not bothered too much. Just means I'll be buying myself a new HU when I can afford it, christmas present maybe.