After buying a complete AEM Uego Gauge and Wideband Controller setup I decided to do a short writeup off my '99.
Board member Wideopentuning has a discounted price on them and can be found on the forum here. http://www.miataturbo.net/forums/showthread.php?t=5882
First thing in placement of the WB02 sensor on your downpipe. It should be atleast 3' away from your turbo if at all possible. Excessive heat will damage the sensor and or make it read incorrectly if not fail entirely, so your stock 02 sensor bung right near the turbo will not suffice for this if you have one.
I mounted the resistor connector assembly on the heatshield leaving slack in the cable for the sensor to move around. The controller for the AEM is built into the gauge.
Now you need to get your wiring into the car somehow. You have two options, run the wire all the way to the engine bay and run it through the firewall or run it up through the tunnel like I did. I didn't want to hassle with tieing the wire up all under the tunnel and then pick a grommet to run it through in the firewall. Option #2 Don't drill any holes, just run the wire up under the shift boot. Take off the bolts holding it down, run your wire, bolt it back in place, simple. I am also mounting my WB gauge in a 3 gauge Din panel so it will be perfect for my setup.
I missed pictures of this but the AEM gauge has two connectors on the back, one that is solely for the sensor and the other is for power, datalogging, 1-5v output. You plug the sensor plug directly into the gauge and you're done with that. Then attach the red wire of the other plug using a vampire clip to a ignition 12v power source which can be done off of the stereo wiring, it should be the black/red wire in the harness. Then do the same thing for the black (ground) wire, but connect it to the black wire. Then there's the blue and white wires. I just extended them about 2 ft that way i won't have to remove the gauge panel when I decide i want to start datalogging or when I want to connect it to Megasquirt.
Final product, is one sweet looking gauge but one very empty looking gauge panel. I'll be filling those empty holes with an EGT gauge and an Oil Temperature gauge.
PS. That is the Tullos Technology Electronic Boost Controller. It is not yet installed and that is not the faceplate i'm going to use finally, it was a quick mockup to see what is possible. I'll be using the Tullos as my boost gauge as it also has overboost protection. The faceplate will eventually be similar to that, but flat black, with a Hi/Lo boost switch mounted neck to it, with the possibility of another toggle for some random thing i come up with, maybe Water Injection on/off. We'll see.