Leon Cupra R is your best bet (IMO) - Cheap as chips, loads of grunt with 225bhp (mappable to 260bhp) will do 30+ mpg all day long, 4-doors as standard, nice interior and I think they still look good.
ST is juicky with it's 2.5L 5cyl lump although sounds lovely, plus the car will be more money.
Megane 225 is going to go wrong, or at least have lots of annoying little niggles - It's just standard with French cars, even if it's just an Airbag light coming on and off, or the doors not unlocking etc.
Golf Mk5 is lovely, very nice but expensive - You're still looking at £7k for a good low mileage one compared to a Leon Cupra R at £4k
What about the Mk2 Leon? I've got the FR TDi but you can get the FR Petrol (2.0T FSI - same as the Golf GTI) and that's a great car.
Other thing to think about is the Skoda Octavia VRS if you fancy something more grown up (I've got one at 30 haha) but it's a great car for the money, all the suspension, brakes and engine from the Golf GTi but you'll get one with half the mileage for the same money and they have an absoultely HUGE boot so great for racing or if you have a family etc.
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