Only because I have one, I would look at getting a MK4 Golf 4dr. You can cart a good amount of crap around in it, and mine is constantly getting 29mpg combination of hw/city.
Been thinking about this as well -- same price range. How bout a ~2003 Subaru Impreza WRX Wagon? From Edmunds - Base Number of Cylinders: 4 Base Engine Size: 2 liters Base Engine Type: Horizontally Opposed Horsepower: 227 hp Max Horsepower: 6000 rpm Torque: 217 ft-lbs. Max Torque: 4000 rpm Drive Type: AWD Manual: 18 mpg / 25 mpg / 20 mpg From MotorTrend -