Volvo s60R (not your ordinary volvo )
It has plenty of room, is decently quick (300hp 2.5 I5 running 15lbs of boost from the factory), handles well, AWD, huge brembo's for some bling, great interior, etc, etc. I might be a bit biased on that one though. The only thing that doesn't meet your criteria would be the mileage ratings. I don't know what they are from the factory, but I get about 17 city and 26 freeway cruising between 75 and 80. If you drop it down to 60 the mileage shoots up to ~33.
I'd also look into a used 3 series.
So an e36 is a bit old for your tastes, but I didn't realize your budget was quite this size. There's plenty to be seen for used luxury Euro cars in the $20k range.