I'd say they all have their advantages and disadvantages.
The Civic Si has a very nice interior and overall styling. (not many people agree, but once you sit in one..you will not forget.) It is a bit underpowered compared to the other cars in the lineup.
The Mazdaspeed Protoge looks like it has potential. I got to see one upclose yesterday at the Int. Autoshow. Interior is a bit flashy, rims look bling'ish. The engine/turbo setup is the only thing that attracts me. Otherwise...I'm not really fond of the Protoge coupe/sedan styling.
The Hyundai Tiburon is a really big surprise to me. The seats and ergonomics of the interior are amazing. Supportive and sporty. The motor is a V6 and the exterior styling has really improved a lot. Even though I am not attracted to Hyundai, this car has really caught my eye in vaule, price, and performance. It is kind of hard to believe you get all that for around 16-17k.
The Nissan SE-R is ok. The interior is comparable to the Mazdaspeed Protege, but not as good as the Tiburon, and the Civic. It felt like a huge car to me also. The styling is not of my likes but the 180 hp engine is probably the most attractive compared to the other 3. I believe the price is close to or above 20k.
As for the Ford Focus SVT. I have no comments. The Focus has problems period. I believe there is a nationwide recall on that car.
If it was up to me, I would go with the Honda Civic Si. It may be underpowered compared to the others in its class, but I am very impressed with it after all the research I've done yesterday at the autoshow.
As I would rate it in my opinion from best to worst in terms of styling and value:
Civic Si
Hyundai Tiburoun V6
MazdaSpeed Protege and Nissan Sentra SER
Ford Focus SVT.