I got into this segment because of the Hyundai Veloster. I test drove one and didn't like a single thing about it though, and ended up going to the Chevy dealer next door to see what they had. After driving a Sonic I knew I had to get one, its the most fun-to-drive FWD car I've ever driven.
I never even considered the Mazda2. I went and looked at specs on it online and I wasn't impressed. Poorer fuel economy than the Sonic, less power and no turbo or 6-speed for the same price. I also hate its styling, it looks too "cute" like a Miata (I hate Miatas). It isn't a man's car, and I wouldn't be caught dead driving/owning one, especially in some of the colors they offer. Some people might say the Sonic looks weird, I think it just looks aggressive, which suits me much better.