Obviously, I've decreased the limit to $20k or under and it doesn't have to be a hot hatch. That being said, I still prefer handling over performance, and I'm not interested in an Evo/WRX.
I'm guessing this is still the spec. I remember you saying no to Impreza (I can't think of much that has better handling at that size).
Sportivo, Golf, MX5, Mazda 3, Civic, A3, S3, Astra, Focus, Fiesta, Pulsar/Tiida would be in this category.
Personally I've found some of these as nuggets when driven. If you don't want a nugget then steer away from the base models.
In terms of handling, the list above is all FWD so as long as you aren't turning too fast they should all handle fine.