Seeing how you are definitely leaning car, I'll skip my recommendation of a 4th generation 4Runner, one of the best SUVs ever made. I had a 2003 V6 Sport with hydraulic cross-lined shocks (like a McLaren

), drove to 65k and sold it to Seahawk, it's now at about 250k with minimal maintenance.
Here's what I would look at for cars:
Saab 9-5 Aero, Saab 9-3 Viggen - fun, cheap, fast, great in the snow with good tires, excellent MPG, unique, comes with a stick, super comfy seats
Audi Quattro - already covered, I'm a huge sucker for the D2 S8 and C5 S6 Avant, or you could look a little older to the UrS4 or UrS6 with the legendary 5-cylinder turbo
Subaru - hard to go wrong with, I had a Legacy GT wagon that was basically an STi for grown-ups with a much nicer interior than your average WRX. Also don't forget about the Forester XT, which combines the practical Forester wagon with the WRX drivetrain.
Infiniti G35/37 - available with a stick and AWD
BMW 3/5 - RWD and I don't like the build quality, but you have options for AWD and a stick
Cadillac SRX - an outlier, but hear me out. DOHC V8 with something like 340 HP, AWD, lots of cargo space, a comfy interior, and surprisingly fun to drive. I had one and loved it, only sold because we outgrew it. Reminded me of a tall 5-series that wouldn't fall apart.
Mazda3/6/Mazdaspeed3/Mazdaspeed6 - you can get a stick, various levels of power, hatchback or wagon practicality, and AWD in the Mazdaspeed6.
Ford Focus ST - fun little cars if you can find a good one, available in 4 door hatch guise
Ford Focus/Fiesta ST - even more fun, and I think the used ones are getting cheap now. I had a Focus ST that I daily drove for close to a year, lots of fun and over 30 MPG on the highway.
Mercedes ML55 AMG - big V8 in a little SUV, enough said
Mitsubishi Lancer Evolution - probably pushing the price range, but might be the most fun on this list
VW R32/GTi/GLI - various levels of fun available here, and the R32 is AWD and cool as hell
Volvo V70R/S60R - stick, AWD, 300 HP, comfy seats
Volvo 850R - old school BTCC cool, extra points for the wagon, no stick available