Had the same thoughts and ended up buying a Focus ST. It was under $40k and was a great understated performance car. It has 4 doors and it goes and handles really well. Being a RWD devotee it surprised me how well it handles. It's a tiny bit cramped but overall it's a good all round package. The only major downer is the torque steer, it really really really annoys me.
Drove the megane but back then it was a lot more expensive. These days the pricing is a LOT more competitive to match the Focus ST. down side is only 2 doors. Upside is LSD and a bit classier interior.
Personally I found the ST to be an easier car to drive, get thru gears and is a less harsh ride than the Megane. Cos I do lots of k's and have a new addition to the family the 4 doors and softer ride on the ST was a good compromise over the LSD on the Megane.