A Subaru Impreza is an efficient urban car, as is a Peugeot and Bentley. A Panoz is also a fairly good start, it may be a bit sporty but efficient. But really, I'd prefer something for moderation, like a BMW, Audi, Bentley, or Peugeot for starting, something that can get you from start to finish but is a little sporty, instead of owning a little piece of crap.
New drivers = crash cars
Start with a piece of crap that gets you from point A to point B. Then, when you are experienced enough, invest in a car that you know how to handle
By the way, I'm not trying to sound like your grandfather or anything. I'm 17. I just know that I'm more than happy driving my 2005 Civic (which looks pretty sweet in it's own right...2 door coupe with spoiler + sunroof), but at the same time I'm not super worried driving it cause it wasn't anything special. And as for moderation...Hondas are VERY easy to customize.
Just out of curiosity how do you plan to afford a BMW, Audi or Bentley?