I'm no mechanic but in my experience it's usually lose wire connections. Check that your spark plug wires are fully seated at both ends (they should kinda "click" over the plug), the connector to the coil packs are connected well, and there's no corrosion around your battery contacts. How many miles do you have? Maybe it's just time for a tune-up? Also, check your air filter and PCV valve (it should rattle when shaken). If none of that works, I'd check the spark plug wires for excessive resistance, then check the spark plugs themselves. If you have a soundscope/stethoscope, listen to each fuel injector as you crank the car, they should all sound the same. If one doesn't it might have excessive resistance built-up and needs replacing.
Unfortunately I had the EXACT same symptoms, took it to Mazda, they plugged-in their computer and since no codes came up, declared everything was operating perfectly fine. I have never been back since (a tune-up cured my problem).
Good luck!!
