In that bracket, and not speaking from personal experience (only reviews, word of mouth etc.)
The Megane is the most fun, and you'll also find a lot of biased opinion on here towards it.
The Focus has a good chassis, get and ST3 and you've got a great spec, and the recaros are nice and comfy. The engine is supposedly full of character but also loves a drink.
The Astra is possibly the best looking, but carries the 'Chav' stigma, they're also supposedly the worst handling and can cost a lot to get them up to the cornering performance of either of the two above.
Usual rules apply though, if your interested in them, go for a drive in them, join the clubs they're associated with and see which one takes your fancy.