Mk5 golf gti is a good shout, feels like a quality car to drive and has come along way since the mk4. The mk4 r32 will hold its money if that is of any concern and looks cool but I'm not sure they are actually very good (although I've not driven one in anger).

Clio 197 is a nice all rounder but you could also go for a 182 Trophy which is awesome and going to rocket in value (or so folk say). I like the Megane Trophy as well if you can get over the way it looks at the back..

Impreza is a good everyday car, I've got one (replaced my Clio 182 which replaced my e36 M3) and personally I prefer the Impreza out of the 3 but it depends on what turns you on.