Anything on stilts (CRV, RAV4 etc) will drink heavily in petrol form and cost the earth to buy with a diseasal. As Zak suggests though them is ideal for mixed conditions with unpredicatable or v wet is common.
I love the Octavia 4x4 suggestion. Did VW do a Golf MkIV estate with 4x4 too?
Not particularily exciting but fit the surroundings well.
If they exist how about an older non-sport A3 or A4? The sports pack would reduce the ground clearance too much for my liking.
My current favourite though - if you can cope with the size - is an original A6 2.5TDi All-road
EDIT:
Impreza R (05-07)
157bhp/8.5s/31mpg/IG14
Sounds good to me - didn't know it existed *sheepishly admits* - fingers crossed more fun than most but never read/seen/ridden/driven one enough to know.