I don't know if the MX5 has anything special that you need to watch out for, but here are some general notes.
The Empeg
Lift handle, pull towards you
The Sled
This should be pretty easy, with the Empeg out, look around the inside of the cage, about 1-2cm in from the front edge will be small metal 'lugs' some of which will have been bent out to hold it in the dash, simply prise these in towards the center of the cage so that they will not stop it sliding forward (I have found a small flat blade screw driver works best, I also don't worry about levering them too far, I just remember not to try and put the Empeg in the cage when it is not in the car). After you have bent all the tags (don't forget the ones on the top and sides of the cage) you should be able to pull it forward out of the dash, don't pull too hard, if it feels stuck you have probably missed a tag somewhere. Once the cage is out there should be a large black plug on the cables about 20cm from the cage, pull it apart to disconnect it from the cars wiring, and disconnect the 4 phono plugs. The cage and Empeg should both now be free from the car.
The cables
This to a large extent depends on what cables you are talking about, if you mean the phono cables running to the amplifier, then these will be routed under a carpet and trim panels somewhere, the only way to get them out is to follow them carefully removing trim as you go (which shouldn't be too far as you only have 2 seats). If you just mean the cables directly attached to the sled, then you should already have them, as you disconnected the ISO plug to get the cradle out.
If you are also thinking of removing the Amp and its power cables I would suggest you pay someone to do that as knowone knows exactly where all the wires in your car go, if you do decide to try it yourself first, then take the battery out of the car first, this means there is no way you can short the power cables to ground while trying to remove them.
Mark.
20GB MKII 090000916