Jalopnik had an article on this topic and it made me start thinking, dangerous I know. What makes a car increase in value? Usually it is a generation trying to recapture it's youth with the car they desired when young yet either could not afford or a car that they had and want again.
Cars that are on my short list....
79-93 MK1 Cabriolet
Unlike MK1 Rabbit GTI's, Cabriolets of the MK1 body style can be found in good to great condition for reasonable prices. MK1 Cabriolets were Karmann built with were closer to Jetta's in content than Rabbits of the time, the latter year models had the 90HP motor from the MK1 Rabbit GTI, so now you can get a convertible GTI for less than a regular one.
78-85 SA/FB RX7
1.1L/1.3L Rotary Engines separated the RX7 from the other lightweight fun cars from this generation. the 1985 GSL-SE with the 13B motor is the most desirable and most difficult to find.
90-97 NA Miata
People have been snagging first generation Miatas because they were cheap and reliable weekend toys. I know because I had six of them. Of all the cars here, this is the easiest to find in original trim, i.e. unmodified. There are still many of these sitting in garages as third cars with their original owners. Values have stabilized and are increasing. When you used to be able to find a nice example for less than $2500, it is tough to find one for less than $4K now.
96-02 E36 Z3
This car surprised me on how inexpensive a BMW could be. You can find a good example of an early incarnation (96-98) for about the price of a NB (99-03) Miata...in the $5-7K range. What you are getting here over the Miata is a bit more cost of ownership but more important, more of a european feel and 11/10th's the size of the Miata, so if you don't fit into a Miata but want a roadster as a toy, this is a great option. When looking at these, make sure to check out the pedigree, i.e. the service booklet, the more the car is booked up, the better chance it has had a good life.
99-07 W30 MR2 Spyder
The W10 and W20 MR2 are near impossible to find any more for a reasonable price so this is why I jumped to the last generation Senior Dos / Mister 2 Spyder because the values are still low and they can be had for cheap. Pluses you get a mid engine sports car that is fun and toss able. Minuses..there is NO storage space, so don't plan on anything more than a day trip let alone bringing your golf clubs.
There are dozens of other cars that could be on this list and please feel free to add your own. I did try to avoid cars that already have gone way up in price like FC RX7's, Toyota Supras, Nissan 300ZX Twin Turbos or cars that have been modified beyond recognition like 240SXs or the Diamond Star triplets.