Here are a few unconventional choices, might not be your bag, but might be worth a look:
How about a Dodge Caliber SRT8? I know, its kind'a ugly, but it's got tons of room inside, and I'll bet you could arrange to buy it for the same price you'd lease a less powered and less equipped VW.
Mini Cooper Clubman ( I think there is a "S" version)
Chevy HHR SS. 260HP stock, 21/29 mpg, lots of room, and I'll bet you could get one for a great deal.