Well, diesel is one thing, but everyone should know dealers will charge a hefty premium for diesel tech -- just because they can.
So with that, the best bang for the buck that I can see between performance and economy, is something like the Honda Civic Si (two and four door), or the VW GTi (two door and four door).
I would include the amped up Mazda 3 hatchback (can't remember it's name), but I've heard that it's hard to drive (torque steer), and the mileage is not much better than a V8.