I know you wanted "new", but I have expanded a little by using 2007 onwards, up to 40k miles and between £20k-£30k... Here's my list:
BMW - I agree with the BMW M3 mentioned (V8), but how about an E46 CSL? Considered to be a great driver's car and will probably not depreciate, more likely appreciate. Probably too old and will be hard/expensive to get a low mileage example.
http://classifieds.pistonheads.com/classifieds/used-cars/bmw/e46-m3-00-06/m3-csl-14500-miles/931377
£38,000 (really?) but you get the idea.
Lotus - 2009 Exige (more practical than an Elise?)
http://classifieds.pistonheads.com/...xige-s2/lotus-exige-s-sports-plus-2009/894344
I have no idea what is the best variant for comfort etc.
Lexus - IS F? Perhaps too big and will be a few years old for < 30k
http://classifieds.pistonheads.com/...-f-saloon-5-0-v8-is-f-4dr-sunroof-auto/892990
Others have mentioned the Boxster/Cayman
If it must be 2011 or newer I think a 370z, M135i or GT86 would probably be the best option (although personally the lack of power in the GT86 would irritate me eventually). I'd prefer a 370z over the M135i, but it depends if you're bothered about the badge or not.
Slightly older and my money would go on the V8 M3, older than that then there are numerous choices but it would be a CSL.
IF practicality on your commute isn't an issue it would be an S2 Exige.
Z4 35i I'd add to your budget too - although I'm not sure how much they are and there is a new model coming out next year which may affect prices.