some things i can think of:
Look out for rear fender rust around where the door closes up around the wheel well, and where there's a bumper mounting point on the other side of the fender. Those areas can get pretty bad, when i bought my car i didn't know what it was supposed to look like back there since i was sort of missing big parts of my fender.
Sway bar endlinks like to go bad, and they'll make a rattling/popping noise when you go over bumps to let you know they're bad. It's an easy part to replace, and they're not too expensive- Just make sure when you replace them you get the right size/length endlink. There size is different between the mazdaspeed, protege5/ES, and the DX/LS.
On our mazda5 and my protege the sway bar bushings have worn out a big and now they squeak or clunk when we go over bumps. Those bushings are pretty easy to replace, and shouldn't be more than $20 or $30. I replaced mine with some nice urethane ones around 30,000 ago and i haven't had any problems since then eh?
Does your AC work on every fan speed? A common problem with proteges is the way the fan is wired will cause the plug the switch is plugged into to overheat and foul up the contacts, causing the AC not to work on certain levels. On your car with that low mileage (holy low mileage batman.) you probably don't have this problem, but eventually it'll probably pop up, and when it does pop the switch out, clean off the contacts, and you'll be good to go for a little while longer. That's what i've been doing... except now i don't use my fan since i'm scared of melting stuff.
A lot of people seem to have trouble with tearing the passenger side motor mount. You can see it by the power steering fluid bottle, and it's mounted on the timing belt side of the engine. Mine's not torn yet at 172,000 (i think...) but all the proteges i've ever seen in the local junk yards have torn mounts, and another member here just posted a funny picture of his mount after he took it out of his car for replacement. It came apart, i thought it was funny. You'll notice it when it starts going bad, it'll make some noise or something, and you'll be able to see where it's torn. You shouldn't have that problem for a long time, if ever, with that low of mileage.
A lot of people have problems with their coil packs going bad. I haven't had this problem yet, maybe one of my car's previous owners did, but i haven't. Not a hard part to replace, and i don't think they're very expensive.
A lot of proteges will get a fouled up EGR valve, causing a low idle or erratic idle and maybe your car will stall at stop lights and stuff. My car does that, so i took the EGR valve off and cleaned it up: It's mounted on the intake manifold just below the throttle body, and it's held on by two bolts, and there's a gasket between it and the manifold. The problem comes from excessive buildup of... exhaust... stuff... gunk... in the valve, causing it to stick in the open position, or maybe the valve's plunger or whatever can get rusty and seize in the open position. Mine was just dirty, i think... but when i cleaned it my idle problems persisted. Problem half solved eh? Another possible cause of the problem could be a dirty IAC (idle air control) valve, which is on the opposite side of the throttle body.
seized EGR/dirty IAC- common causes of a weird idle.
A think a lot of people do have to replace their wheel bearings somewhat frequently. I don't know how many times it's been done to my car, but it finally needed new ones in the front @ 170,000. The wheel bearings require a lot more work to replace than any of the other things i've mentioned, i think after parts and laber i spent close to $200 to change my fronts. I did most of the work myself, but i had to have a shop press out the bearings/hub and press in the new ones.
If you have a press do it yourself... carquest in columbus charged me $99 to press out the old hub, then the old bearing, then press in the new bearing with the old hub (for both bearings). A new press was like $120... i'd rather have a press and do it myself for that little difference in price (plus, i could use the press to smash crap when i'm done with the bearings, fun stuff right there).
On a 2003, the wheel bearings aren't fully sealed in the knuckle- they're like sealed on the side with the hub (maybe...), but on the inner side of the knuckle there's a little drain hole for any water/stuff that gets into the bearings... area, to drain out. Sure the stuff drains out but what doesn't can stay in there and over time rust or damage the bearing.
My 2001 doesn't have that hole- my bearings are completely sealed, but one went bad when i plowed into a curb (a bit careless driving... not happening again
). I replaced both fronts, but one was still good... best replace both at once i figured.
Gotta' replace the timing belt/timing components/water pump at or near 100,000... although i waited until like 160,000 to do mine. That's pushing it a bit, and i think either my tensioner bearing or idler pulley was shot when i replaced them, but the belt managed to stay intact. Even reused the tensioner spring since it was still within factory specs when i pulled it out
(also, the kit i bought didn't come with a new one, sooooo.... old one? still good).
My automatic trans slips a little when it shifts, and it's a bit slow deciding what gear to go in sometimes, but it's still goin' at 172,000... only i wish it wasn't to i'd have an excuse to put a standard in there. You'll get plenty of use out of yours at that mileage. I changed my fluid once because i though it would help a bit with the slipping, and it did for about a week but then it went back to how it's always been. Sometimes it's good to change the fluid but if the trans fluid hasn't been changed in a long time some people recommend just leaving it as changing it can loosen up deposits of... stuff in the transmission that have settled somewhere and it could mess up your transmission.
With that low of (uh) mileage maybe it'd be a good idea to change your fluid every once in a while?
I had a caliper seize up on me once when i was 100 miles away from home. When i got home, i figured out when we changed the pads and re assembled my caliper, we smashed one of the dust boots that covers up the calipers guide bolts. The rusty bolt wasn't letting the caliper move, and it seized up. Make sure when you change your break pads you be careful with that boot eh? Maybe that's not a problem specific to proteges, but lots of people seem to seize up their calipers...
your strut mounts may get rusty and fail if not taken care of, but that wouldn't happen for a very long time...
just some of the problems i've have with my car in the little over a year i've owned it. I bought my car for $1800 and in much worse condition, so you should be able to go for a long time without having to worry about much. These are great cars, mazda did a good job with the BJ protege
