There was already a very similar thread:
http://forum.calgarypuck.com/showthread.php?t=116501
I've been looking at the same type of vehicles. From what I've read the Mazdas CX-5 looks like a great choice. The problem with cross-over/small SUVs is that they are often underpowered and no fun to drive. Apparently the CX-5 doesn't suffer from those problems.
For budget vehicles I'd also take a look at the:
Mistubishi RVR
Hyundai Tuscon
Ford Edge
Chevy Equinox
If you are spending more money I'd go:
Subaru Outback
Volvo XC
Acura RDX
Infiniti EX
Have no first hand experience with any of these vehicles other than the Acura RDX, which my father owns. That thing was a lot of fun to drive. I'm hoping to begin test drivign vehicles in the near future, so any information I'm giving is based on second hand research.