I can't remember what year your car was momma, but try to stay as close to your year as possible. Try not to go under. If possible, go up. Ex. If you have a `98 model, do not put one from a 95 in there. You will have problems. I know! Oh boy do I know!!

Different On-Board Diagnostics systems (remember that OBD-1 was before 96 and OBD-2 was 96 to current. They are not interchangeable!).
You should be able to find one out of a 99 or 2000 Cougar pretty easy. That would be the way I would go. Well actually, I was, but know I am going reman. I found that the price for a 97 compared to a 99 with a lot less mileage had only a $150-$200 difference.
This all changes of course if you have a 95. You will have to stay with the 95 model year CD4E. Like mentioned before though, I am not real sure what all is different about the Mazda CD4E. Knowing that the current Mazda CD4E used in the Tribute has a different shift pattern then the Escape, I am sure that there might be a really good chance of some serious differences.
One other thing to keep in mind also, if you have a V6 get one out of a car that has a V6. The bell houseings are different due to engine size.