Take the Saab or Volvo.
Did some calculations on that list...
The results:
[*]Small Peugeots with large engines have AWFUL fuel economy (a 1.6 engined 206 has MPG values quite close to the ones for the Saab which has 2.0 liters, a turbo and is almost 1,5 times heavier)
[*]Basically all small cars with an engine that gives reasonable highway performance (over 1300cc) have above average fuel usage.
[*]You can't find a decent (year and mileage) small sized car under 10k euros... which is the starting point for the bigger ones also... Given the fact that i'll probably will change to a larger car whitin the next 3 years, it might be better to start with a large one from day 1.