2006 Mazda Mazda3 s Touring 4dr Sedan (2.3L 4cyl 5M)
I have an '06 with a 2.3L engine and manual transmission, and it is one solid, sporty little car. Its interior and exterior styling are, without a doubt, the best in its class. Everyone who rides in it comments about the cool interior. It's way more fun to drive than its price tag might suggest, especially with the manual transmission. The engine is responsive and rev-happy, the steering is precise, and the suspension tears up corners like a sports car. The only reliability issues I've had were minor annoyances related to my own modifications. This is probably the most exciting car you can buy for under $20,000... and it still gets 26/31 mpg!
Suspension, balance, shifter, overall driving feel, interior styling, exterior styling. The Mazda3 makes its presence known at all times.
A chassis this stiff and balanced simply begs for more power, so if you've got the money, buy a Mazdaspeed3 or a turbo kit and an LSD.