One problem related to manifold/header/muffler/tail pipe has been reported for the 2004 Mazda RX8. The most recently reported issues are listed below.
I purchased my 2004 Mazda RX-8 in March 2005 and problems with the check engine light coming on did not start until April 2006. At that time the car had approximately 26,000 miles on it (I have a long commute 90% of which is freeway). The first several times back to the dealer minor things were adjusted or cleaned such as the spark plugs and a small valve a kit to a butterfly valve in a carburetor engine. Eventually the valve was replaced, but the light still came back on. In fact, on one occasion the car was pulled out of the shop doors pronounced fixed and upon my starting it again the light was back on. Eventually Mazda approved that the intake manifold be replaced, which it was. The check engine light has stayed off since that replacement (about 3-months) , but other problems have arisen. First, either the intake or exhaust heads were not sealed correctly since the engine sounds like it is coming through the dash. This has been pointed out but never properly repaired. Now, as of August 3, 2007 the car's electrical system completely shuts down. This has happened on 3 occasions where without any warning the car shuts down. The needles in the dials on the dash bounce wildly back and forth while a clicking sound is coming from the fuse box in the engine. Needless to say the car is back in for it's 10th visit to the Mazda dealership in cleveland. I have started the buy back procedure with Mazda.