It sounds like you're looking at pretty much new.
If I had the requirements you have above, I'd actually be inclined to look at a 2-3 year old CPO BMW 328xi (wagon or sedan). It's far from being slow c. 6 second 0-60, the straight six sounds great and you could probably pick one up that was nicely equipped between 28 and 35K, up to your 38K budget even a 335xi (a very capable all year car).
With the new shape 3 series coming out in the new year, you'd probably also be able to get a great deal on a new one.
Full disclosure, I have a 335 coupe and my wife drives an older 525 wagon so we're a BMW family and both love our cars, but honestly with the CPO program and the ability to extend the 0 cost maintenance program etc. it's not a bad option.
I also know some people would rather walk than be seen driving a BMW.........
I'm a sucker for the WRX STI if the truth be told and it would be a hell of a good choice, but having had "hot hatches" in the past I know that at least for me the fun factor wears thin when I have do more miles than my daily commute.