I drove all the compacts extensively before buying our car, and honestly, if you think ANY of them are "engaging, sporting" cars, you're deluding yourself. The Mazda3 and Impreza are well above the pack by a noticeable margin, but do come with a significant fuel economy penalty.
The "econo" trims of the Sentra, Corolla, Civic and so on are all pretty bland cars. They all have mushy FWD understeer, mouse fur upholstery, and a lot more road noise than their bigger cousins. But, they are chasing a different mission. These cars about keeping operating costs down.
I liked the Corolla for it's easy ride, comfy seat (for me, you might be different) and super-smooth AT as well as reputation for reliability and fuel economy. This is a busy segment and people should just buy the one you like, period. There is no bench racing to be done here, so get over it.