Marty's all around car

My first thought is the Mazda CX-5. If it's not quick enough, then a Subaru Forester XT (with a turbocharged engine).

I was gonna start off with the Jeep Wrangler Unlimited. But that's not exactly MPG friendly, and may be overkill for your mild offroading, but is still a bad-ass vehicle. It's great in the winter (if you have winter, I didn't catch where you were from), and awesome topless in the spring/summer/fall. It can be specced within your budget (or even a little above). But it's MPG's aren't great. They're not terrible, in fact if it's mostly highway or back roads I have gotten the little trip computer to say 30 MPG, so it's not the worst and is highly capable. The Unlimited rides nicer than the 2-door cuz the axles are spread out thus a long road trip isn't awful. The drivetrain is great, the community is great, the parts are easy to find and mods are easy too. Plus I own one and recommend one, and if you have any questions about one feel free to ask me.

I agree with Karesh with the Forester. That can get you to target practice. Subaru has some of the best AWD vehicles out there. With great gas mileage too. However no one seems to like a CVT.

I also would give you with a Renegade Trailhawk. It's also off road capable and gas friendly. Its a bit smaller than a CX-5, but I think for your needs would suffice. But I give that a low 3 recommendation compared to 1 and 2.