Jetta TDI, cheaper than the Golf, almost as nice and quite a bit roomier, IMO.
I test drove one when they launched it, and it drove as nice as the Golf (even with that new weirdo rear suspension) and the TDI has GOBS and I mean GOBS of torque, especially combined with the DSG.
The suggestions for Mazda 3 and Cruze are quite good as well, I like those two cars.