If you want a muscle car, I'd look at a new mustang cobra.
If you want a sports sedan, both the A4 and the bmw 3 series are excellent cars. I've driven a base 323i and wasn't too impressed with it. A 328i with the sports package on it would be awesome. The only problem with the A4 is that it's about to be redesigned. I don't know about you, but I hate getting a car only to find out that it's been redesigned the next model year. I have a 2000 Jetta GLX VR6...fully loaded, it came out to about 25k. It's very similar to an A4 in many ways. Personally, I think my Jetta is a better car than the 323 (a 328 with the sports package on it would definitely be superior to my jetta). The 323 certainly isn't the best bang for your buck car. I wouldn't even bother looking at the S2000 or the Celica or any other Japanese cars for that matter. An S4 would be really nice, but I believe they hover around 40k. But for that money, i'm sure those suckers are well worth it. TT's are nice cars too, no doubt about it.