Have you thought of something used? You could get a nice little sport compact. I'd be thinking of a 2009-2011 Honda Civic SI. That generation still had the K20Z3, the 2.0L that revved to 8000 rpm. They should go for somewhere between $14-18K depending on mileage and condition. As an ex-owner of a 2008 SI, I can attest that it is a hoot to drive. While it may not have as much raw power or torque as a GTI, it just has so much more character.
Alternatively, a used GTI is never a horrible choice and is an excellent performer. That being said, it won't be nearly as reliable as the SI.
With both cars, using premium fuel is a consideration.
If you can live with the drawbacks (as a second car you should be able to) then a used Miata is a fine choice (as has been mentioned). They're typically as reliable as a car can get, and while they're not the most powerful cars on the road, they don't weigh very much, and they've got perfect weight distribution. Plus, you know, top-down motoring FTW. Plus ignore the stigma that it's a girl's car. You're an enthusiast after all.