For a first car, and considering your budget, I'd opt for the late 90's / early 00's generation of Alfa's which pretty much consists of the 147, 156, 166 and GTV.
It's really down to which style you prefer from there because they all drink around the same amount of fuel, they all cost about the same to insure, and they all cost about the same to maintain.
Your age might come into factor for what engine size you can get, if you are 17/18 then I'd say go with a 147 1.6 as it won't be as crushing on the insurance, and being lighter than a 156 it will be a tad quicker than the 156 1.6 variant. (I think!)
If you are one of those, such as myself, who isn't scared of insurance quotes and big costs you could go crazy and get the 156 2.0 TS SP3. Now that is one hell of a car I can tell you! Fantastic handling and goes like murder, brilliant car, I owned one a while after I had my 156 V6 and the handling is tonnes better, and it's performance isn't far off the V6 either. (Second slower to 60MPH and goes 7MPH slower full whack)
I'm a massive 156 fan so would seriously recommend them, it was my first Alfa and I'm now on my third.
Which brings us to the GTV. If it's just going to be yourself driving and a passenger at any given time, and you don't need boot space, then you could opt for one as they look brilliant and also go like stink. (The 2 Litre version is about as fast as the 2.0 TS 156)
Really, all engine variants produce about the same performance figures no matter what car they are in, from 147 to GTV to 156.
The 166 is ideal if you carry more than one other passenger ALOT and like boot space, it's quite a big car by all acounts.
The 156 is the best all rounder, it's a cross between a GTV and a 166 I've always said,