As pointed out by lee one of the major reasons for siff gear changes is where the upper and lower gear stick boots have torn. This lets dirt into the upper gearbox turrent, and thereby polluts the oil in there. It also lets more road noise and heat into the cabin.
I would having a look at your gearbox boots, and if torn replace them. I would also suggest changing the plastic gear shift selector bush. These wear out and can impact the feel of the change. While you are in there replace the oil in the turrent.
Finally, do you have the original Mazda gear knob? In most models these are quite heavy, which adds to the ease of changing gear. My early NA8 had the original Nardi gear knob, which was actually quite light when compared to one from a NA6. I went to a Mazda wrecker and managed to find a heavier knob (320g), made a big difference to the feel.
Here is a link to the MX5mania (forum sponsor) gearbox spare parts page.
http://www.mx5mania.com.au/oemparts.php ... _&_GearboxJ
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