The Mazda 6 TD is a great car and you'll get a good one in that price range, they're all chain driven. Try and get a TS2 which will come with the bose sound system which is imo the best standard fit stereo on a car of its class.
No known major issues with them but the DPF filters are fucking dear [£1500 from Mazda] so, going against normal convention, if they've got a few more miles on than you'd expect for the year, they are likely to be more than ok.
Don't worry if the car has no service book/history. You should be able to get a printout/record of all Mazdas after [off the top of my head] June 2005 from any Mazda dealer. As you're looking at cars about 4 years old, most people service at a main dealer until the 3 year warranty period is up so there shouldn't be much of a gap.
We sell alot of Mazdas and they're the least troublesome and least warranty claims out of everything, including Toyotas, Lexus and Hondas.