http://www.meganesport.net/history.htm
This link is a nice little rundown of the Megane range. But the top of the pile is the R26, which features an LSD, and the Cup, which is 4 doors, full leather etc. the R26 is a more focused package whilst the Cup is more practical. In the end though they are all about the same.
Things to look out for. Timing belt should be done. Timing belt could cost up to 1k to change every 4 years. Things that break on rare occasions are window regulators, coil packs, there were issues with earlier cars having uneven rear tyre wear. Door trims can vibrate but can be dampened with foam strips etc.
That's all I can think of. Obviously consumables like brakes and pads are expensive being Brembo but you get what you pay for