We already have them!
Honda CRX, ~$2500 used, 40 MPG for DX/Si models, 50 MPG for HF models. The Si will do 125 MPH; the DX is no slouch either. They’re freakishly nimble and fun to drive.
Yeah, no kidding. And the CRX has the benefit of actually looking cool which, believe it or not, is a major factor in someone’s decision to purchase a vehicle.
With a 125-hp ZC engine in it, the CRX is pretty darn quick - 0-60 in 7 seconds, close to 130 MPH. Turbocharge the ZC, and there is very, very little that can keep up.
What about a side-car?