The Mazdaspeed3 easily fits your description. Well, all except for that coupe bit. If you can get past the hatchback design (which actually looks really good imo) then you should give it a try. The RX-8 is a great car, and with a facelift due in the near future prices should drop. The VW GTI is a great car as well. I hear a chip will give you serious gains.
They're all worth a drive. In the end it's up to you to go try 'em out...glad to see that you're going to do that soon.
Of course on this forum you're going to get suggestions of a 330Ci, but I think the only e46 worth getting for that money is a ZHP post-facelift model. Hard to find.
Good luck hunting.
