I think I'd go with an E36 if I wanted to keep it relatively stock and learn to drive. I would say Miata but there's no way in hell I can fit in one, E36s are plenty roomy for me.

240Z with some serious body stiffening and a different powerplant when I got better and wanted something faster.

All you guys saying WRXs should really add up the costs to swap an older car. You can get shells for cheap but figure in motor/tranny/brakes/suspension and you'll be up and over 10K very quickly.