I might be in the minority, but I love station wagons/saloon cars that are fast and can fly 'under the radar' especially in the Untied States.
Why Wagons?
They don't draw much attention. I'd venture to guess that the majority of wagon owners in the United States at least are moms who spend 99% of their time driving between starbucks and soccer practice. As a result, I find you don't draw as much attention from police as you might in a coupe or a sedan. As someone who frequently rips around at multiples of the legal limit, this is a plus. I've driven past cops at twice the legal limit in mom cars and gotten away with it and been pulled over in coupes going at the speed of the traffic.
They're also hugely practical for hauling people and stuff around, which is half the reason why you need a car rather than a motorbike anyways right? If you're just moving yourself, buy a bike. It's cheaper, more fun, and girls love them.
In the U.S., you essentially have 2 options:
1. Cadillac CTS-V Wagon
Basically, its a Cadillac so it can almost be written off at first as your grandfather's car. Under the hood, you've got a 6.2L LSA engine, which is exactly the same as what you get in a Camaro ZL1, and is similar to the engine in the last Corvette ZR1. Pumps out huge power and torque, and does sweet burnouts as seen above. Also, you can get it in a stick which is absolutely phenomenal.
2. Mercedes-Benz E63 AMG S Wagon
The Merc is the more mature choice, costs a little more coin, and looks a little more subdued than the Caddy. Unfortunatley (or fortunately, if you need 4wd) the new ones are not rear wheel drive anymore, but rather 4WD. No smokey burnouts or giant drifts I guess. Like the caddy, it's fast as fuck and doesn't draw much attention. Bigger than the caddy and can generally hold more stuff.
If you're in Europe, you also have the fast Audis (the RS4 Avant and RS6 Avant), as well as a C63 AMG wagon. Problem is, unless you live in Germany, there are so many speed cameras you'll be hard pressed to find a good stretch of motorway to really let them rip. I guess that's why they invented back roads.