I've been a Mazda driver for a long time now... Always loved them and they've only gotten better with time. The Mazdaspeed 3 is an absolute blast but doesn't get the MPG you're looking for and uses premium fuel. I'd say test drive it for shits and giggles.
I bought a Mazda CX5 which is a awesome little SUV that gets about 31 in the city and around 34-35 on the highway but honestly do mostly city driving.
Go take a look at the Skyactiv Mazda 3's and see what you think. They're pretty solid and reliable cars for the $$. As you can see I'm pretty biased with the Mazda brand...

ahhh the new 6 looks sexy too.
2013 Mazda3 Hatchback Fuel Efficient Compact Car - up to 39 MPG | Mazda USA