Mazda 2/3, Honda Fit/Civic, Ford Fiesta/Focus, or Hyundai Accent/Elantra, if you are looking at anything new or not too old (past 5 years). You can't go wrong with a smaller, lighter car with decent handling if you want something fun and not boring to drive (more power helps too, but price goes up if you want something with more than say 200 HP, and more power isn't necessarily a good temptation to deal with if this is your first car 😛).
I have a 2014 Mazda 3 and love it. Averaging 39 mpg combined (about 90% of my driving is pure highway, though). It's a light, great handling car and I think good value. "Fun" is the right adjective for it (Mazda really does nail fun - the 3 reminds me a little of the MX5/Miata in the handling department, especially throwing it into curves). No complaints or issues thus far with 21k on the odometer. There are members here with older 3's who can chime in with their experiences. But there are other cars in the segment that aren't bad, either, if you find a good deal.
If you are looking at older used cars with some mileage on them, the Subaru Impreza (obviously the WRX would be ideal but usually commands a premium) is a car to add to the list. A big plus of the all the non-BRZ Subarus is AWD, which is a huge help if you live in a region like I do (New York) that gets snow .
