2001 Mazda 626

Jack the car up and put some stands under it, grab the wheel and try to move it vertically and horizontally, looking for an movement. Movement would indicate possible ball joint, tie rod, control arm bushing or bearing problem.
Remove the wheels and inspect the brakes (pads, rotors and calipers) for loose bolts or excessive wear.
Inspect the inner and outer CV boots for leaking lubricant which would indicate a torn/punctured boot. If boot is leaking, the axle would need to be replaced or a re-boot kit installed.
Inspect the motor mounts for excessive movement.
Let us know if you find anything.