Get a used Honda Fit. If this doesn't do it for you, I also recommend the Fiesta or Mazda2. These cars are new enough that any you can afford should take care of you for a long time, and get you your good gas mileage. The way you ask this question tells me that, in fact, you will NOT wreck it, and that if you do, it will be someone else's fault. Try to get GAP insurance if you can. Do NOT goto a sleazy dealer. The rental car idea is fine, but remember that when people rent cars they treat them however they want and you can't predict how brutal that car's first<however many> miles were!
And $4000 is a great down payment to have, it will help your rating when they calculate your payments so not only will the payments be lower directly from the down payment, but the interest will be lower reducing them further.
I just know this stuff.