Vauxhall Corsa SRi (late 2003 reg). Good compact car. Quite nippy as its a SRi, quite roomy interior (if you're looking at a Clio they're quite similar, except Corsa's have more even distribution of space - you compromise on boot space, but you can easily fit 4-5 adults comfortably in a Corsa, as opposed to a Clio. Also, a Corsa won't fall apart soon after buying unlike a Clio. In stating this I'm referring to interior fixtures, like the seats.).
Mileage is in-between for us because we've got the SRi model, but Corsa's in general are otherwise good for mileage. Avoid W reg Vauxhalls (all models), as it was a bad year for cars - prone to breakdowns and just cr@p in general.
We bought ours from a NetworkQ Vauxhall dealer. It came with a 1 year warranty, which has been really useful. They also provide you with a year's free breakdown cover.
Diesel's are probably better on mileage, however with the price of diesel as high as it is, it might work out to about the same as buying and running a petrol, if not possibly more expensive.
Previously I had a Honda Civic in the states.