What car? £3500-£4500

[noogie]

Suggestions, ideally if you've owned/driven the car you're suggesting. It needs a boot (I currently have a mkI MX5 and obviously the dog, although small, cannot go in the boot) and not guzzle fuel like an addict. I am going to use it every day and my commute is down some pretty good B roads, so needs to have some fun. My ideas so far:

BMW 330d touring (E46) (maybe a bit pricey for a good one and not great fuel consumption)
Renaultsport Megane 225 (fuel consumption/reliability could be an issue)
Renaultsport Clio 182 (maybe a bit tinny/unreliable)
Audi A3 TDI or an older S3
Audi A4 2.5 TDI
MkI MINI Cooper S (poor fuel consumption)