One thing to keep in mind is that only the 07+ models have fold-down rear seats (someone correct me if I am wrong). Coming from a hatch that may be something that is important for you.
As far as things to look for... for the most reliability, try to get an unmodified car that has good maintenance records. Some people will recommend having a compression/leakdown test performed on the engine to make sure it is in good shape.
Keep some money saved up in case your turbo goes, but that is something that is hard to predict. Also consider looking into the "banjo bolt" removal (do a search).