I have a 02 Subaru Impreza WRX. Love it. Very solid and well built car. Not a luxury car but a quality car. These cars are loved by all the car mags and car enthusiasts, that's how it came to my attention. It's like driving a Porsche with a station wagon body on it, a Porsche that's also great in the snow. Great seating position, great engine sound, rock steady, handles really well, very reliable, being a WRX it's turbocharged and very quick and powerful. There were some issues with some Subaru cylinder heads and trannys but they were limited to specific models and years. Look into it and you'll know what to avoid if necessary.
Some cars you might be interested in are the Ford Focus, everyone seems to like those. The Ford Contour and Mercury Mystique, are under rated, good little cars that can be had for a song, as are some cars from the smaller Japanese companies, such as the Mazda Protege, Nissan Altima, etc. I like Mazdas, they are nice, well built, sportyish cars that are cheaper than the compriable Honda or Toyota. I also have a Miata and it's a great car, really fun and they have a great reputation for reliability.
Do your homework and read every thing you can before buying and you can get a great used car for surprisingly little money.
PS. Biturbomonkey is correct, the SAAB 9-2x Areo is a WRX with different front sheet metal and other minor changes. They are easier to find with an automatic I believe, as most WRXs have a manual. The 9-2x 2.5 is the non turbo version and has 170 hp rather than 230.