Diana, the other question is how much money are you looking to spend? I am a fan of the American SUVs, primarily because of their low purchase cost and operating costs. Additionally, it would help to know if you actually intend on doing any towing with it (if so how much).
Here are a few suggestions:
The Ford Explorer, despite its nickname of Exploder by some, is a remarkably versatile and well-sized SUV. I find them to be comfortable, ride and drive more like a car than a truck, and generally not be too terrible on fuel. The 4.0L V6 that they've been putting in the thing is a remarkably stout unit and seems to be durable, and the 4.6L V8 is an excellent engine. Plus, the things are cheap - they exist everywhere.
A friend of mine has a GMC Envoy (aka Chevy TrailBlazer) and loves it. He's at 90,000 miles now and it has been strictly routine maintenance. He said the mechanic at the dealer told him about one he'd been working on with 200k last time he was in for service. They had some electrical problems as I recall. I think the Explorer is a better option. The Mercury Mountaineer is the same truck, so consider one of those as well.
I know that it is way off from your requirement of "small" and definitely off from "good on gas", but my Ford Excursion has proven to be a very good buy. The trucks are dirt cheap (nobody wants to drive something that big, or pay the fuel premium), mine has proven quite reliable so far (I'll hit 100,000 in the next few days), and it has a wonderful interior. It still is a truck, no doubt, and it is also enormous. But if you ever think you'll need to carry 8 people, haul an immense amount of stuff, or tow something requiring a 3/4-ton truck on a regular basis, you can't beat it for the deal. Gas hurts, though - 12.5-14.5 mpg @ 70 mph highway.
If small is what you want, and you don't need the 4x4 for serious off-roading, consider a Toyota Rav4. A friend of mine has a 2004 model, and it is actually the only Toyota I've driven that I like (surprisingly). I think the older ones are hideously ugly, but hers I consider to be rather stylish. It is as reliable as any other Toyota (very), gets very good fuel economy, and actually has pretty good utility room. The 4x4 I believe is actually an all wheel drive setup on it (power going to all four wheels all the time), which is fine if you're only for the advantages in bad weather.
I'm sure the other Honda and Toyota vehicles are good options, but I've personally never bought a Japanese car (only motorcycles) primarily because I don't like the way they drive. The American vehicles are far more pleasing to drive to me. Go figure.