My u joint is spot welded to my to my drive shaft it's, this right?

 

Are you referring to the u-joint bearing cap? The factory driveshaft has "non replacable" u-joints, so yes, this is how it was done.

 

Do new u joints come with needle bearings because mine were shot

 

There are no new factory u-joints because they were not designed to be removed. The standard procedure is to replace the entire shaft assembly. You can buy new OEM driveshafts or aftermarket driveshafts with replaceable u-joints from Mazdatrix.
http://www.mazdatrix.com/g9.htm