You could do a lot worse than a good
Honda Integra Type-R
If you're not too worried about creature comforts, but want full-on handling, braking and speed, it's pretty much all you could want.
If that's a little OTT, then I'd suggest a nippy little
Focus ST170. Not as mad as the Focus 2.0 RS, but good and pokey, and if you like this sort of thing, eminently moddable with shitty accessories from Halfords.
Other than that, Subaru's, Audi A3, Skoda Octavia RS (no, I'm not kidding) and all the usual Citraoen Saxo VTS/VTR (getting on a bit now) and if you don;t mind the dull interior, the last Honda prelude is still a great car, as long as you get the 2.2VTEC with passive rear steering.
Now, if you wanted to go another direction completely, you could pick up all sorts of big old cars, such as Jags, BMWs, and the like, but you'll be getting out of arranty, but you'll be getting a lot of car for your money. BMW M3 is not out of the question, but I don't know about insurance.