If it's coming from the clutch pedal feels like it needs grease), and the clutch it otherwise engaging okay.... you need a new clutch pin, pushing and clip. Under $10 from the Mazda dealer for all three items, and takes 15 minutes to install. I just did it today, and Holy Crap. Best $10 I've ever spent.
I am going to start a new post on it if I get am moment, as all those high mileage MPSs probably need the same treatment (I didn't see anyone post about it so far)
PS. if the clutch is starting to engage closer to the floor that is also a symptom due to the wear. I took my pin out a few times a greased it, but when I bought the new parts and realized how screwed up my clutch pin assembly was I was shocked. My clutch was barely off the floor (making putting it into gear difficult, and I was blowing shifts). After I replaced the pin the pedal was like 3-4 inches off the floor.
Just to be sure... if you get the squeak (or grinding sound) after you take up the slack it is likely the throw-out bearing as previous posters mentioned. But if it a "squeak" .. and it's a pedal noise (it will squeak even with the engine OFF) .. then have a look at the clutch pedal pin.
