I'll update for the sake of doing so. I called up Mazda Gabriel and Mazda Spinelli in Montreal, who wanted $285 for the EGR valve for my 2003 Protege 1.6L. NAPA in Montreal wanted $271. I spend a lot of time in Kingston, ON, where I've been going to school this year, where NAPA quoted $244, and Kingston Mazda quoted $141.63. So, I bought it from Kingston Mazda today and installed it. The model number of the replacement kit was ZMY1-18-W00, and included installation instructions and the gasket (which the other stores had as an extra $10). I will scan the installation instructions and post them shortly - they are actually written for the 2.0L engine, so things don't quite look the same, so I would advise taking a look at the workshop manual to figure out where everything is located.
This part includes 3 new hoses: coolant in & out, and a vacuum tube. The weird thing is that the instructions don't seem to mention connecting the vacuum tube to any source of vacuum. It seems to be just a sort of drainage tube which you are told to route to somewhere near the left fender, and point the tube opening downward (I suppose so that liquid can't get in). Anyone know what this 'vacuum tube' is?
Otherwise, the repair did not fix my idle. I was hopeful that this would, as I had the Throttle Body, EGR valve and IAC valve cleaned, which made the car run beautifully for ~600km (also got new spark plugs put in). I think the next step will be to discuss this with Kingston Mazda, and see if they have the IAC valve. They are quite helpful when it comes to encouraging customers to do their own repairs if they are not too difficult.
Another symptom of my problem is poor braking power when driving at low speeds, say around 15 km/h. If my engine is working smoothly at a non-idling speed, the brake power is good, but if I am idling up to a red light very slowly, I can depress the brake pedal, and the car will stop very slowly. My hypothesis here is that the vacuum is not good while the idling is rough, but is good when the engine is running faster.
Actually, this is the reason for which I originally brought my car into the garage was for poor braking power (I'd been told by a different mechanic that the idling was nothing to worry about). So I have also had to pay for a brake booster, and master cylinder because Canadian Tire thought it was necessary (one of the few places open on a Sunday morning). So, I'm running out of money and patience. Hopefully I can pick up an IAC and I'll let you know how that goes.
Will