My station wagon fetish is well known. Their versatility and stealth-factor is unrivaled. SUVs and minivans can carry more people/stuff, but aren't as fun to drive and suck gas. Sedans aren't as roomy and are too common.
Wagons I have owned (or borrowed for extended periods from my parents) and loved include a 1988 Audi 5000CS Turbo Quattro, 1995 Honda Accord, 1999 Audi A4 1.8T, 2003 VW Jetta 1.8T, 2004 VW Passat 1.8T, 2008 VW Passat 2.0T. It's tough to pick a favorite, but all things considered, I have to pick the A4. The first generation A4 wagon (sorry, Avant) was described by the automotive press as the "most beautiful wagon on the planet," and I tend to agree. Even though the 1.8T was a bit short on power for such a heavy car, it was a blast to drive, and the overall quality was terrific.
For my money, the current holder of the title of "most beautiful wagon on the planet" is the Citroen C5 (shown at the top of this post). Not a familiar one to US drivers, but a great looking car. We saw a bunch of them on our most recent trip to France. Not sure many wagons qualify as "sexy," but this one sure does.