We have a newish civic, it's reasonably economical with a good kit list but not fast in any meaningful sense and I prefer driving my inlaws 15-yr-old Audi A4 estate for long runs.
Good luck finding a bike rack but you can fit one bike in the back without emptying the boot, as the seats fold up.
Very wise. The diesel A3 drives like shit too. Try one from Zipcar and see for yourself. The Golf is much nicer indeed (which is odd given that they are the same platform)
Possibly rejectable if it's not what you're after, but I just bought an '06 Focus ST2. It could be done within budget (though you'd have to be wary about the character of the seller), and it's an incredible thing to drive.
what's wrong with an audi? it'll probably give you far less grief than an alfa. i'd go for the bimmer in that case.