I like my 06 Saabaru (06 WRX wagon). It has all of that listed above, with a heated windshield/side mirrors and seats. I like the tossability, aftermarket support and cargo capacity. In the Subaru vein, I was looking at the Legacys pretty hard before I came across my current car. They are very nice and comfortable, but be weary of modded cars, Subaru or Audi. I'm betting Jones could chime in on Audis.
Edit: saw the Mazdaspeed listed too, I hear the reliability is meh.