Hybrids will save you money in the short run, but you will eventually have to replace the battery, which will cost an arm and a leg. It'll cost way more than you'll save on gas.
Stuff you want:
a four cylinder engine, preferably smaller than 2 litres. No turbochargers or superchargers
a lot of valves, several camshafts, ideally 16 and 2 respectively. Look for things like "DOHC", "16-V", or "Twin-cam" written on the car or the engine. These things tend to be well advertised.
a valve timing system of some sort. Usually represented as a bunch of letters mentioned when talking about the engine. something like VTEC, MIVEC, ECOTEC, VVT-i. ECOTEC is GM, don't buy GM, GM is crap. These also tend to be well advertised on the car.
A 5 or 6 speed manual transmission, barring that, a 5 or 6 speed auto, barring that, at least a 4 speed auto with overdrive.
Direct fuel injection, only available on very few newer cars. If you can get a car with it, do so.
Or you could just buy a Toyota Yaris, it has all of these things. 41 MPG. IN THE CITY. Compare this to the Honda Civic Hybrid, which gets 30 MPG. It boggles my mind.