Lamborghini Gallardo LP 560-4. It understeered like a bitch at first, but then I bought the adjustable dif and put more bias towards the rear wheels. Now it understeers significantly less and is almost always completely glue do the road except for braking while turning, which is easily avoidable.
A close second would have to be my 2005 Mini Cooper S. 304 HP with an LSD and suspension. this thing is EVEN MORE glued to the road than the Lambo. But considering the Lmabo has more than DOUBLE the HP and is nearly as grippy, thats why I would say the lambo is better.
third place would have to go to the F430 Scuderia.