I went for an Audi A4 1.8T Sport, 0-60 in about 8s and it cost me 3p more to insure than my Honda Accord/Rover 600 despite being a lot faster
If you hunt around you could very easily get a decent one for under £4k and spend the rest on nice things
Or an A3 1.8T Sport (I tried one but the steering wheel was too low for me and I didn't have enough room to move the steering wheel fully)