nissan micra. they may look slightly embarasing but to be honest thats your best bet. the older ones are slightly better but only due to the fact they don't look as ugly, either way they are very fuel efficient. my friend has one, no problems with it as yet.
however dependind on what you call cheap, anything by honda is practically indestructable. but the jazz is a bit lady like.
i'm gunna try and get my hands on a civic.
VW's are quite unreliable as a general rule and not the best for efficiency.
the toyota yaris or aygo are about as efficient as they come, however as they are fairly new cars they are likely to be quite pricey.
whatever you do make sure you get something with an engine under 1275cc, other wise the insurance will be sky high. if you are put on your dads insurance for the car and are a named driver as apposed to the sole driver, then the insurance will be much cheaper. for example, my friend duncan tat i mentioned above got his insurance £500 cheaper on his mums insurance than it would have been on his own.
hope that helps dude.