This is fairly easy, if you want a stick get the cobalt, my 010 XFE on its maiden voyage got 43mpg or so, which goes up as the motor breaks in.
If you want auto get the focus, if you want gimmicky craptaskic options that to me are useless, get the focus.
That said I would not recommend an 06 Cobalt as all the electric problems were not worked out then, newer seem to be better and you are much more likely to still be under GMs 5 yr, 32k/100k warranty if you are newer. Get an 06 if they have its history and if its CHEAP.
I have a 2door XFE, I would have rather had a hatchback with 4 doors, but can't be picky, to be honest I have no idea why the XFE 2 door is not a hatch since it has a big trunk and cloth cover in the rear. With a microscopic tiny opening.
My elderly mother had no issue fitting in the back of the 2 door and I don't either (6'2") so if you don't mind a few extra seconds of effort the 2 door works.
My main concern is reliability of the transmission and clutch, not really sure how well these will hold up (in either the focus or cobalt)
Also fit and feel, I don't much care but some people are strongly motivated by interior, fit and finish, if you do the cobalt is quite basic, though it seems to be as good or better than any of the other vehicles I've owned. Can't say I've ever owned anything less than 8 years old before either.
In the end you will have to figure what your priorities are, the Cobalt is a basic people mover that happens to get good FE driven correctly. I am kicking myself I didn't order it from the factory with the things I wanted and DID not want, but I likely would not have gotten 4 grand off either.
Sadly though I bought the XFE that was there because around here there just aren't any, I always have to drive off somewhere to find one.
Ideally an XFE LT stick is the best Cobalt (oppinion) but they are rather rare.
Good Luck
Ryan