New there's the Miata, Mazda3, Civic Si, and I bet other automakers each have an affordable sporty version of their regular car.
Used I like my '87 RX-7, and other Nissans/Toyotas/Hondas of the same era are probably good too. Anything turbo will be faster but I wouldn't want to pay to fix it in the long run.
Subarus are good too but I don't know much about their cheaper models.
used Honda Civics :) Around $3,000 and $5,000 depending on where you live, and what condition it's in.
used Honda Del Sol about the same price.
used Mitsubishi Eclipse 4-$6,000...
I would suggest looking in your local papers, or go to a used car lot and talk to them, see what they have.
R32 or R33 skyline or even better a 300ZX twin turbo, which I am currently saving up for. These are Nissans btw