I currently have a new Subaru Impreza, which I love, but you compromise some mileage for the AWD. I need the AWD for winter on the mountains here.
Before that, I had a 2001 Ford Focus. Underpowered if you wanted to go uphill with the A/C on, but great mileage, and incredibly dent resistant (with your track record, that might be a plus). It was still running great when I got rid of it, and I thought it was an excellent city car. If it weren't for the bad handling on snowy mountains, I'd have had no reason to get rid of it. It ought to be a good buy on the used market, since a lot of people buy them as a cheap first car and then upgrade. However, like Cyrus recommends on his car, I'd recommend one a few years later than mine...I got it when it was still a fairly new model, and more recent model years have worked out more of the issues that were recalls on my year.
A good question is what is your use. Since you mention Philly, is that primarily where you'll be driving it? If so, something like the Focus is excellent for those conditions...small, easy to find parking spaces to fit it, good mileage even in city conditions, good dent resistance so you won't look all dented and dinged from parking in lots, and doesn't stand out as a big target for theft or break-ins, also doesn't stand out as overly flashy to attract cops. You'd have no need for something like the Impreza in those conditions, so it's not worth the extra expense or loss in mileage.
Hondas, as others have mentioned, are also good for those types of driving conditions. I think they're more of a theft target in the Philly area though, but I could be wrong.