It was brought to my attention by my friend, that my car doesn't cool down enough and gets pretty hot. I'm sure this is standard for all RX-8's or maybe not. He suggested I do a bit of research on the cooling of the engine but I haven't been able to find anything except posts about a re-call. I bought this car used so i'm assuming if it was re-called it was fixed. Is this a re-occuring problem for the RX-8's that they don't cool down enough? If so what is the solution?

The quick answer is NO, RX-8 do not have a problem cooling down. The long answer is that many 04 & 05 in climates such as yours (AZ) have had engines replaced do to the heat and with the AT them not being driven hard. The AT especally because they only have one oil cooler as opposed to the dual coolers on a MT. Mazda felt a change in the amount of oil that is injected into the motor would help with this. That was the main goal of the last recall, changing the amount of oil injected into the motor. Based on the fewer " I need a new motor " threads this summer as opposed to 2005 & 2006 they might have fixed that issue.
If you plan on keeping this car long I would invest in real water / oil temp gauges, change you oil every 3,000-4,000 miles and frequently run the car in the 7,000-8,500 RPM range. What did your friend based his theory on? If its the fan running long after the car is turned off they all do that and its perfectly normal.

Just from lifting the hood and how much heat was coming off and how my temperature guage it wasn't high, it stayed in the same area but it was more then half he was just expressing concern. He's a cobalt ss/sc owner and a good friend of mine and just wants to make sure that my car is in top running condition as i bought it used.

That should be fine... These cars produces a lot of heat. I drove from California to Montana and back, I popped the hood and god, it was scorching! I can feel the heat the cup holders and the transmission was radiating through carpet into the cockpit after wards but it wasn't a problem at all. In fact, that's how this car was designed...

ah hi see i just want to make sure that my car is fine :) as i've said i bought it used and not sure what the owner has done.

The temp and oil gauge in a RX-8 are really idiot guages. They will only react when things are really bad. I have seen 50 deg swings in water temp that doesn't budge the OEM temp gauge.

Where would i find those guages you spoke of?

Probably something like this: http://www.mazdatrix.com/8interior2.htm

http://www.mazdatrix.com/pictures/new/8RBGaugePanel2B.jpg

http://www.mazdatrix.com/pictures/new/8RBGaugePanel3B.jpg

There's a lot of others, these are the ones I like.

wow that looks really nice. now to save up for it lol $450 is expensive.

a Cheaper, but not as nice looking way to start is with a Scan Gauge 2 (http://www.scangauge.com/) It will read Water Temp and also let you read and reset trouble codes. A common place to put it is on the left side of the dash like this owner (http://www.rx8club.com/attachment.php?attachmentid=91383&d=1166760289) did

oh now that's reasonable..and it's not too huge i'll save that.