Protege is definitely smaller - more Civic-sized, if that helps any. Engines are as follows:
1999-2000 DX, LX: 1.6-liter DOHC four
1999-2000 LX 2.0 and ES: 2.0-liter DOHC four
2001-2003 DX, LX, ES, MP3: 2.0-liter DOHC four
2003 MazdaSpeed: 2.0-liter DOHC turbo four
Any Protege, save for the performance-oriented MP3 and MazdaSpeed, could be equipped with either five-speed manual or four-speed automatic transmission. Most DX and LX models carry the auto, while most ES models have the stick. Most Proteges have cloth interior, though ES models had the option of leather (though I've never seen one with it myself). 2.0-liter models generally perform much better than 1.6 versions, which only put out a little over 100hp. Manual shift will always bring better performance here, no matter what engine you have.
626 is about the same size and capacity as a Ford Contour. Engines are as follows:
DX, LX: 2.0-liter DOHC four
LX V6, ES: 2.5-liter DOHC V6
DX models are very
bare-bones, with crank windows and very few amenities. LX adds a little more stuff, and is often found equipped with the Power Package (adding power windows, locks, mirrors, and a power driver's seat). ES models are basically loaded, with the Power Package standard and optional leather available. Any 626 model can be found with either a five-speed stick or four-speed auto. Fours are about evenly split between transmissions, while V6 models usually have the auto (if you want a V6 with a stick, you'll probably find it as a loaded ES and at a premium). All V6 models perform extremely well, while fours are best driven with manual transmission as the auto sucks too much power.
As a reference, I bought my 626 LX V6 (five-speed) for about $10k, with roughly 51000 miles on the clock. Most Proteges I've seen in the 2001-2003 era currently run anywhere from $11k to $15k depending on model and equipment.
Hope that helps!