The real life mpg on the focus isn't great I don't believe well mine isn't anyway..
Your only option if you want accurate MPG figures is Subaru and they tend to be £20-30k. The Impreza hatchback is under budget but no more powerful than your focus and while you could wrangle a 150ps XV or 200ps BRZ for 20k, both petrol, they'd be the base spec and the BRZ isn't particularly practical.
Honda are probably second place. You'll only get 85-90% of what's claimed but their new 1.6 diesel is a very efficient engine in practice, it's commonly reported to average 65mpg+ in the Civic & Civic Estate.
Most other manufacturers are hovering around 75% at the moment.
Generally for that size of car you're looking around 45mpg petrol and 55mpg diesel. The most efficient cars & engines are 5-10mpg better. Expect a little less from a more powerful engine. High forties for diesel, high thirties for petrol. Anything actually hot or a sportscar will be even less. Once you get into serious hot hatch/sportscar territory then you're looking at 30-35mpg. A Diesel Focus ST should do 35mpg and stands a good chance of getting over 40mpg but I wouldn't expect it to hit 45mpg.
Sporty is not essential just want it to look good.
That's highly subjective, some people even think Audis look good. Anything in particular you want to avoid? Crossovers, Gangster wheels etc.
How about the Peugeot 308 SW GT? £20,615 on Autoebid. That'll get you a 180ps diesel and plenty of toys (massage chairs, keyless entry, dynamic cruise control) above and beyond the usual leather & satnav. Unfortunately it does have lowered suspension and big wheels without being the sporty GTI so whether the half way house suits you I don't know.
If you don't mind a stiffer suspension then there were some big deals on the outgoing Citroen DS5 which is a very gadgety car inside, although I don't know if they're still available (DSign, DStyle & DSport are the old model's trims, Elegence, Prestige and 1955 are the new revised DS-branded model).