I have a 1995 Mazda Protege LX and the radio has been dead for a while, so I want to replace it. The installation/removal looks pretty simple. How to I find a radio that will work as a replacement radio? Something I can order online is preferable, but maybe that isn't possible.
Check Crutchfield.com, you can put in your make model and see many radios that will fit. This is the what the search turned up when I put in your car info. It looks like you have a standard DIN radio, so any standard DIN radio will fit without an adapter kit. You will need a special tool like the one pictured below to remove the radio.
Here is an example of radio removal
You'll also want to get a vehicle specific wiring harness adapter like the one pictured below so you can simply plug the aftermarket radio into the factory harness. NEVER cut and splice the wires into the main harness.
All of the above is assuming you want an aftermarket radio for the replacement. If you want a factory replacement I would recommend Carpart.com although my search doesn't pull up any radios for your vehicle. You can also check local salvage yards, and other online salvage sites for a used radio