I have a very similar problem to some of the other people but, mine sounds a little different.(maybe its not)
My idle when it has sat off for about 30 mins after it has reached operating temp, will fluctuate around 400 to 500 rpm for a short while then it will slowly settle down to a smooth ilde. if i turn on the lights or turn on the fan or AC it will raise the idle about 500 rpm but it will still jump around the smae 400 to 500rpm. After i pull away it goes away completley. thanks for any help you can give.

 

Could be a leaky injector.

 

My problem:

Car idles fine when cold, but after warming up begins jumping between 700-1800 RPMS in about 1 second intervals. Happens pretty often, but changes when the load on the car changes (electrics, A/C, etc.)

I found that my problem was a sticking idle-air control valve. (Part #: n3a3-13-990) The ecu tells the car to take in air between 1 of 2 little ports before the throttle butterfly valves. My air-control valve was sticking cause the car to jump between fast idle and slow idle conditions. Bitch is a $380 part from mazda. Pull it out, clean it, try to rebuild it, or buy a working part from someone who doesn't need theirs. Yours could be a solenoid too. I could tell mine was working because I could hear it clicking, cycling, trying to open the valve. You can also use an ohm-meter to try and see if the solenoid works.

 

when you put a load on the car ( a/c lights whatever) did the jumping idle stop? mine just raise the range at which it jumps around.