Thats a wide ass price range, and you didn't mention model years. None of those options will be great on gas but by the sound of it you aren't REALLY too worried about gas mileage. Ill do some research for you because I'm bored...
Lets say your searching for cars 2006 and up... Ill base all the pricing on Kelly Blue Book "Excellent" Values

2007 Volkswagen GTI 2D (Jumped up one year due to model change)
Suggested Retail = $12,223
MPG: City 21/Hwy 29
AWD
2006 Honda Civic Si Coupe
Suggested Retail = $13,414
MPG: City 20/Hwy 29
FWD
2006 Acura RSX Type S
Suggested Retail = $13,729
MPG: City 20/Hwy 28
FWD
2006 Infiniti G35 Coupe
Suggested Retail = $15,637
MPG: City 17/Hwy 23
RWD
2006 BMW 330xi
Suggested Retail = $17,481
MPG: City 18/Hwy 25
AWD
2006 Nissan 350z
Suggested Retail = $18,185
MPG: City 17/Hwy 23
RWD
2006 Mitsubishi Evolution IX
Suggested Retail = $19,508 <----------Bullshit
MPG: City 17/Hwy 23
AWD

In conclusion:

Want better gas mileage, stick with the Civic, GTI, or RSX.
Want to pull da most bitchez, stick with the G35, Z, Bimmer, or Evo.