You are looking for a crossover, and more specifically, the SX4, made by
Suzuki.  If you want, you can even get AWD, and still stay well within your
price range, with an automatic transmission.  It will handle like a dream,
and have better performance than all of the vehicles you've considered so
far, while still getting better than 20MPG city.  Also note the 64 Cubic
feet of cargo space.  If you test-drive one, you will buy it, regardless of
how many other 2008 vehicles you also test-drive.  We own the earlier
version of this, they used to call it the Aerio SX.  It's basically a subaru
forester, but with more interior room than the forester (having driven both,
the forester feels cramped in comparison) and costs a lot less than a
forester.  150,000 miles and not one penny spent on unscheduled maintenance
so far.  -Dave

http://www.suzukiauto.com/sr_08/sx4_crossover/specs_and_pricing/

I had been researching for quite a while (kept reading stats/reviews
and about new concepts coming) I finally decided on the 2008 XB as the
all around
best vehicle because of price (all inclusive price for excellent
safety/high performance  radio, pwr windows/locks) also performance
with the Camry engine
and automatic is amazing. The seats fit all sizes and the interior
cargo space is more than adequate.

I'd suggest driving a VW Rabbit (gas & TDI) & a Honda Civic hatchback
before making any purchases.  Also, don't let the cargo room numbers
you read on the web sell you or turn you off from any particular
vehicle.  The way the vehicle is designed is often more important than
overall available room.  I had an 86 Golf 2 door that had a TON of
usable cargo space, aided by good designing including but not at all
limited to a big hatch.

Oh, and 5-speed.  All day long.  Not even a question.

How much does your cargo *weigh*?

Just a lot of aggregate bulk, or individual large pieces?  In the
latter case, especially, there is no substitute for crawling around in
the actual vehicles with a tape measure and making sure there are no
obscure little show stoppers.

Do you have a place to store a small trailer, and would that help?
(Insofar as vehicles that meet your other requirements are even
capable of this.)  How about one of those clams for the roof rack?
(The penalty for the latter depends on how often you do this, and for
how many miles at a crack, and whether city or highway.)

Some anecdotes:  My sister and her husband are very happy with their
2005 Suzuki wagon.  A co-worker bought that boxy Scion because it
juuuust can swallow  his bicycles without tearing them down, and gets
better mileage than  SUV's.    The Chevy HHR that I rented not long
ago seemed pleasing enough in a lot of ways (and I thought its
performance acceptable) but oh, those windshield pillars -- not sure I
could ever get used to searching for pedestrians, bicyclists, and any
747s that might be making an emergency landing in the next lane; it's
like playing peekaboo behind a telephone pole.  See if the Subaru
Forester (the taller version of the Outback) meets your space needs
and gets over your gas-mileage bar; I know several people who are
pleased with their Outbacks and wouldn't mind having one, myself.

A bit of outside-the-box thinking:   Is what you really need *two*
vehicles --  a nice used minivan for those cargo-hauling moments and a
small, good performing, high-mileage car as your daily?  Or do you
have to be capable of hauling the stuff often and on short notice?  If
the need is truly occasional, consider renting the cargo machine as
needed instead of buying one.

Best of luck,
--Joe

Another idea:  Mazda 5.  Basically a small van version of the Mazda 3
if you need more cargo room.