I would stay away from the Volkswagen because they are simply not reliable cars. (I'm a Consumer Reports subscriber.) They are great cars otherwise.
You can't go wrong with the Honda, although I find it is a bit on the big side. According to the EPA, it's now a "full size" car.
The Mazda was just redesigned, so it's reliability is unknown. It's got cool styling, nicer than the more sedate looking Honda.
If you're not opposed to a domestic, the Ford Fusion Hybrid is a great choice, and you'll love the gas mileage.