BMW E46 Diesels had quite some problems, turbos failed, swirl flaps got into the engine and ruined it, the auto on the 330d breaks due to the engine being stronger than the transmission.
But do not by an automatic anyways, manual is fun.
Alfas have reliability issues in almost any parts of them, avoid older Alfas.
Madzdas often rust from underneath, check that. Also interior looks cheap, its just ugly plastic shit.
Audi A4 Avant will feel quite better than a Passat, if you find a decent A4, go for that. It's just the design and everything that makes you feel superior to the Passat somehow. If you want a fun one, get a 1.8T. They don't need that much fuel but got quite some kick due to beeing turbocharged. 1.9 TDIs are ok fun too, but dunno, Diesels are nothing for me. They are not as fuel saving as you might think though.
Dunno anything about a V50 or the ST170, sorry.
V50 is probably smaller than you think (trunk size wise), same goes with the A4 Avant.
The Focus doesnt appeal to me at all, interior also. And yeah, Ford is not really known for being reliable.
To me the NB looks kinda gay and a NA is the true MX5, but I guess thats quite some kiddo shit.
Sorry for my subjective shit in bad english, just get what car you like the most. Test drive them all and decide by yourself.
Had an E36 before, now driving a 2006 V70, so yeah, can't give you a lot of advice on your demands. Would suggest a V70, but the newer ones are kinda expensive (at least here in germany)..and they all consume a lot of fuel.
I hope that helps you in some way or not. I guess.
A real human bean.