I went with a '05Volvo S40. I had to search a little, but I found the Turbo 5 cylinder, AWD, and 6-speed manual. These are close to the same think as the Ford Focus ST that is Turbo AWD and in Europe only. I generally get about 27-28 mpg, but you will need premium fuel. So far, it has been great! I purchased with 115k and now has 126k with no issues. They come with a 15g turbo, and a front mount intercooler for their factory setup. They make about 220hp and 230 tq . I would check them out if you want something mildly fun, yet economical.
Good luck and have fun shopping!