What exactly do you need AWD/4x4 for? First off, those two systems are different and are used for different things. Second, the cars you list are all very different: Xterra, Subaru, Saab, Jetta, Dakota. Do you want a 4x4 SUV for serious off-roading, a smaller AWD for commuting in icy weather, or a pickup for hauling stuff?
Try to figure out what exactly your needs and wants are, then decide which cars fit those requirements. If you really had decided that you need a AWD/4x4, reliable, gas-conscious, sporty car, the ones you listed would not fall into those categories. The Subaru WRX might be the only one that matches all those.
Take a look at Consumer Reports Buying Guide, or I highly recommend the book Car Buyer's and Leaser's Negotiating Bible. It will help you pick the car that fits your needs and show you how to get a killer deal (if you're willing to put in a little work).