More suggestions for small, somewhat fun cars:
Nissan Sentra SE-R
Subaru Impreza - all wheel drive
V-Dub GTI
Civic Si
Scion Tc
Disclaimer/edit: I am the proud owner of beat to hell '95 civic DX. ~39 mpg highway, and slow as shaet.
Further edit: I think Hondas retain their value better than any other brand. Also, Mazda 3=Ford Focus=been recalled about 17 times. I do like the Impreza however, and am hoping my Civic can limp on for another few year so I can buy a WRX Sti (or then contemporary equivalent).