First, there a conflict here. A TDI gets 45+ mpg. They're sporty of the line, but once you get through a few gears (and this happens quickly due to the narrow powerband), there's much less go-go-juice. Plus, as several other have already said, VW's TDIs aren't the paradigm of reliability.
I am 22 and about to be out of college. About 8 months ago, I got a 2009 Honda Civic Si. Right now, they're sitting right around the price point that you specified. Fuel economy will be between 22 and 28 mpg, depending on stuff like the fluids you use, the air temperature, and how often your right foot "forgets" to release the skinny pedal. Not as high MPG's as a regular Civic - for a good reason. Research the Si trim; for the 8th generation ('06 - '11), Honda drops a rendition of their legendary K20 under the hood. Suspension is tighter by 40% over a regular Civic, but if you keep stock suspension components and don't put super-sporty tires on it, it won't be jarring. These only come with a 6-Speed manual, and Honda is known for slick, precise stick shifts. If you keep the oil changed, it'll sail right past 200,000 miles, so long as you don't add tons of aftermarket stuff (but that'd trash any car).
Noting your location, it's VERY capable in the snow, at least based on the recent Snow-Jam in Atlanta (where apparently no one knows how to drive). I had Michelin Pilot Sport A/S 3's on at the time. Between the front wheel drive, the limited slip differential, the manual transmission, the tires, and the VSA/Traction Control system. I almost had to work to get the thing to break loose on the snow. It's no Audi Allroad, but it's very impressive for FWD. I really like the Si trim; it is essentially a track-capable car. If you don't need the extra horsepower or handling, a 5-Speed Civic (1.8L) would be great, too. The 5-Speed will throw another 10 mpg's your way, but it won't have the limited slip diff. (helpful in snow), and it won't have the same traction control system capabilities. Hondas will last well into the 500,000 mile range, but only if you change the oil as needed (research/Google; figure out prescribed drain intervals based on oil used and filter installed). Plus, if a system does crap out, you can get a replacement part for a Honda for much less money than a VW, expecially the TDI's. Fuel economy isn't the only way you can save money on operation costs for cars.
As a side note, Bio-diesel is very corrosive - much like Ethanol in gasoline.