One problem related to transmission shudder has been reported for the 1996 Mazda 626. The most recently reported issues are listed below.
The o/d light starts blinking after a short time. The transmission then ceases using the converter lockup on the trans as evidenced by the rpms going up. When you stop and kill the engine it will "reset". The transmission will also shudder at times like it si in two gears at once. The transmission also is erratic in shifting--it shifts slow and weak and then hard and quick--like the line pressure is varying.