So you put the key in and turned it to 'on'? Did you wait and listen for the fuel pump prime pulse before starting to crank? What have you done to determine that the fuel pump is not getting electricity? cam position sensor is bad (the sensor is on the left side of the valve cover on the 2.0L) otherwise it won't spark even if it's good. did you check more than one plug? Make sure that you hold the spark plug against the engine block or a good ground when checking. I would not just to this conclusion unless it was only 1 coil that wasn't sparking.
Without looking at ECU flowcharts (you'd have to work for Mazda to get them), I don't think that the temp gauge pegged at hot would stop the car from starting. This can be one of the most frustrating problems to diagnose.
