2003 Mazda Mazdaspeed Protege New 4dr Sedan (2.0L 4cyl Turbo 5M)
I really dig this car. I had a Protege5 before it, and this was just the jump I was looking for. And the prices I paid was unbeatable at the time ($13.5k). There are know problems with this car, but if you do your research, they're easily fixed under warranty.
It's quick, gets good mileage, and rides on rails.
Stock head unit is faulty, some minor noise issues out of the box.