If you want something little, a 1.25i Fiesta isn't a bad bet if you can afford the insurance. Get a MK4 for that easily, maybe a MK5 if you looked. Decent chassis and feels reasonably nippy. Can always upgrade the engine later.

Ka is another one, great chassis also and cheap insurance. Looks a bit girly as standard, but can be toughened up with the right bits.

The other suspects are Escorts and Mondeo's and things but I would think insurance on those would be a bit higher.

Of course you could look at 106s/Saxos/Puntos etc etc etc, but this is a Ford forum, and I think the 1.25 Fez is the best of that bunch really!