i am a subaru guy, i've had 2 wrx's recently. if you're looking for a proper sports car you don't want a subaru (come on you guys lol). also i'm a car nut so hopefully i can help
haven't heard the S2000 mentioned yet. there was a few improvements made in 2004 to the engine and rear suspension. you should be able to score an 04-05 for low $20's which saves you a ton of money thus negating your concern for financing a sum of $35K. or, you can buy brand new and still be under budget.
it is the best performance bang for your buck in a true, proper, performance sports car IMO. (you could arguably contest that with the miata i suppose).