Ah a joint intro post - how sweet!
Anyway, welcome guys!
David, as said above, unless you can find a very high mileage UK car its imports for you on that budget. However, have a good mooch around the site - I honestly can't remember anyone saying they regretted getting an import and wouldn't recommend it. Usual stuff applies - higher insurance for imports but apparently lower road tax. The JDM forum is you friend.
Paul, if you've fallen in love with the Zed for its looks you're more than halfway there and the rest is unlikely to disappoint. The tactile quality of the interior isn't up to Porsche/BMW/Audi standards but it doesn't fall apart and they're pretty sturdy mechanically. The drive is fantastic - lots of grunt and some grin-inducing rear while drive handling. The only people who've shown some mild disappointment are Scooby/Evo owners who seem to miss the rush of the turbo but they soon seem to get used to the more linear power delivery. Again have a mooch round and get a feel for things. There are few questions that haven't been asked before.