Psst! The WRX has an H4. But anyways, the trick is to stay out of boost. A boost gauge helps a lot. My STI will get 19-20 mpg around town and 25-26 on the highway. That's better than a big truck or SUV. But I wasn't entirely suggesting a boosted Suby. The Legacy is a great daily. It's comfortable, still AWD, and comes in boosted or N/A flavors.
Otherwise, I guess there's a stipped down 128i new, or a used 3 series. Unfortunately, as copperhead said, the better the mileage the less fun the car. FWD car is where you'll find the best economy.