Materials
(4) Bosch-type relays w/ NO and NC contacts (*Not* driving light relays)
4-6 colors of wire, two need to be 14ga.
(16) .250" Female quick-disconnect (blade) solderless terminals, 14-12 ga. (yellow) size
(4) .250" Female quick-disconnect (blade) solderless terminals, 18-16 ga. (blue) size
Soldering gun and solder
Electrical Tape
Wire-cutters
Solderless terminal crimpers
knife (to cut tape from harness)
12mm socket and ratchet (to remove seat)

Why?
Mazda's first generation RX-7 power window wiring routes all of the current required to operate the window motors through the switches. This has a tendancy, especially after almost two decades, to burn out the switches. Carbon builds up inside the switches from arcing as the switches are opened and closed. More resistance from carbon means more heat, and slower windows. Eventually the switches may stop functioning at all.
Relays take the burden of heavy power delivery off of the relatively fragile switch, and place it on a set of contacts (in the realy) designed to handle high current. In all fairness, the switches were designed to handle the current as well, but relays are much easier to replace, and switch quickly enough that arcing is reduced, thus increasing longevity.

<Picture of switch innards?>

How?
The concept is fairly simple: the relays are wired between the switches and the window motors. The relays handle the actual high--current draw of the motors, while the switches only have to deal with the few milliamps needed to trigger the relay's coils.
Mazda uses a reversing rest-at-ground system (like many manufacturers, incidentally), meaning that the switch provides both power and ground to the motor, revering which wire gets which depending on which way the switch is rocked. Basically, there a two contacts inside each switch. At rest (switch in the center position), both contacts are connected to ground. When the switch is rocked, one of the contacts is connected to +12 Volts (from the ignition switch), while the other stays at ground. The motor rotates in one direction, moving the window. When the switch is rocked the other way, the other contact (that was ground in the first case) connects to +12 V, and the first contact stays at ground. The motor rotates in the opposite direction, and the window moves the other way.
Our modification will set up the relays to emulate the behavior of the switches. The switches will be used to trigger the relay's action. Two relays will be needed for each window, to replicate the two contacts in each switch. The relays will be set up to activate upon a positive signal from the switch.

The basic final wiring is shown in figure 1, including actual wire colors of original wiring.
The actual wiring in the car runs rearward from the switches to the middle of the console, then down the transmission hump and across the floor under the driver's seat, until it merges with the wiring harness running along the door sill. From there it heads forward, up behind the kick panel forward of the speaker and into the dash. The wires split up there to each door, the ignition switch, and ground location.
One could wire the relays at the kick panel, and zip-tie them up into the under dash area; I preferred to splice them in where the harness runs under the driver's seat. Once the seat is removed, acces is no problem, and the relays should be fine living under the carpet (or on top of the carpet, it doesn't really matter.) The pictures and instructions will be for this location. If you're going to do them in the kick panel area, the wiring is the same, just a bit more painful.

Let's get to it.
Make sure that the ignition is off. It's not really necessary to disconnect the battery, since there are no 'constant hot' wire in the location where we'll be working, but it's probably not a bad idea. Certainly wouldn't hurt.
Remove the driver's seat and door sill plate. fold back the rear portion of the carpet to expose the floor under the seat location. You'll see a wire harness and connector clipped to the unibody stiffener that the front of the seat bolts to. I spliced in the relays on the vehicle side of the connector on the off chance that I might need to replace the switches sometime in the future.

Cut the red/blue, green/blue, red, and green wires, and skin a section of insulation from the black/blue and black wires as shown in the picture. By making the cut closer to the connector, you can connect the wires going out to the window motors directly to the relay output. Saves a little soldering, and having to find appropriate guage wires in four different colors. For other connections, I chose wire colors that were similar to the existing wires for clarity. I recommend at least using different colors for power, ground, up and down, and then marking the up/down wires differently for one of the windows. A piece of tape near the end of the driver's side wires, for example, to differentiate it from the passenger. I happened to have wires that matched colors, and some that had stripes to indicate the driver's side. Just as long as you know what wire is which, you're good!

I wired up the relays before connecting everything; it's easier to handle tham that way. Taping each pair of relays together also helps both clarity and neatness. You could even tape all four in a row, if desired! Power is wired to terminal 87 of each relay. The way I jumper between each relay is kind of hard to explain, but easy to show, so look at the pictures. Basically, it goes like this: put a .250" female quick-connect on one end of the wire you intend to use. Plug it into the relay, then loop the wire to the next place it needs to go. Cut it off, leaving a little slack. Now strip that wire *and* the original piece, twist the bare ends together, and put a quick-connect on the twisted-together end. repeat until you've jumpered all the terminals that need to be connected. This will leave you with a piece of wire still hanging loose, going to the last terminal connected. That loose wire will be connected to power, ground, or whatever. In this case, it will connect the four 87 terminals to the black/blue wire (+12V accessory), so use a 'power' colored wire - red, yellow, etc. Or black/blue, if you happen to have some (from a spare wiring harness perhaps? Hmm, there's an idea!) The power feed wire should be 14 ga. or so (same as factory wires).
In the same way, connect all 87A and 86 terminals together, to be connected to ground later (A quick note - 85 and 86 are interchangeable. As long as +12V is on one, and ground on the other, the relay will energize. You can see in the pictures that I used either one, whichever was closest, when wiring my relays.) Ground should also be 14 ga. (I cheated and used 16 ga. The jumps are short enough that it's not critical)
Next, connect your up and down trigger wires for each window to the 85 terminal of one relay for each of the four wires. These are easier - no jumping, just a straight connection. If you've paired the relays, you'll want both striped or marked wires on one pair, and plain on the other, for clarity. Trigger wires can be 18-16 ga or so. They won't be handling much current.
Now connect the four wires going to the windows to terminal 30, one for each relay, matching your trigger wires.
Time for soldering! You can use crimp connectors, but for wire-to-wire permanant connections, soldering is much more reliable, both from an electrical and a mechanical standpoint. Bundle your six loose ends and the four outputs together about two inches from the relays with a loop of tape (leave a little slack so that you don't strain the connectors), and route the loose ends back along the factory harness to the cut and skinned wires from the first part up there.
Trim your loose leads to length to meet the cut or skinned wires, and then solder 'em together: ground to black, power to blue/black, up driver's to red/blue, down driver's to green/blue, up passenger's to red, and down passenger's to green. Tape each connection (or heat shrink if you prefer. Another note: quality electrical tape is worth the money. I use only 3M Tartan electrical tape - it stays flexible, and retains it's stickey [sticktion?] for a long time. Only costs a buck or so a roll, anyway.)

Before taping up the harness nioce and neat, test it! Few things are more frustrating than having to take everything back apart because it didn't work. Re-connect the battery if disconnected, turn on the ignition, and try to run the windows up and down (both of them!). If it's all good, then tape up your harness to make it look nice and factory. Put the carpet back, and the seat, and go enjoy your Rex.

Troubleshooting
If it *doesn't* work, what did you do wrong? :) Some things to check: are all the relays getting power (use a test light to, um, test), are the triggers getting power (test light again), ground to terminals 87A and 86 of all four relays (connect your test light to +12V to check this)? It's important to note that the window motor wires are the only wires that need to be cut! The switches still need power, so this wire is only spliced into. The switches don't really need ground any more, but there's no need to cut it either; it might feed something else in the console area.

Effects
Just for kicks, I measured the length of time for window roll up/down before and after the conversion. I have already replaced the window channel on both sides with better specimins from the wrecking yard, and lubricated both with silicone spray. The driver's side motor has been disassembled, cleaned and regreased, and the driver's lift mechanism has been greased. These changes alone made a world of difference.
I did all the tests with a charger on the battery to maintain constant voltage, and the battery is good in the first place. Times were gathered using my eyeballs and the stopwatch function on my digital watch, so there will be some error.

The average times before the relays were:

Driver's
Up: 3.0024 s
Down: 3.0275 s (no idea why down was slower!)

Passenger's
Up: 3.168 s
Down: 2.856 s

After the Relay conversion, the times were:

Driver's
Up: 2.61 s
Down: 2.587 s

Passenger's
Up: 2.613 s
Down: 2.415 s

OK, it's not much, but it is measurable! Keep in mind that my windows worked fairly well in the first place.

Additional thoughts
Besides just snagging some color-matching wiring from a parts car, one could grab the connector there under the seat along with about a foot of wire on either side and make an adapter harness such that the relays simply plug in between the two halves of the original harness. No cutting on the car, and can be returned to stock in a few minutes. For that matter, it can be installed in a few minutes, once it's built. I plan to try this approach on my 'pretty' GSL-SE (as opposed to the beater that I did the above on.)

Now go do it!

Here's a short checklist kind of version to use while you're doing it.