Assuming this is for a one and only car I'd want equal measures of space-efficiency, reasonable commuting comfort, and fun to driveness.
Depending on how much the budget is I'd look at the Mazdaspeed3, VW GTI 5-door, Honda Civic Si sedan, '09 Mitsubishi Lancer Ralliart, Audi A3, VW R32; Mitsubishi Lancer Evo, Subaru STi, and BMW 135i, 335i or M3.
Or I'd just say screw it and pony up for a 996 C4S.

h: