The first Exige had a Rover K Series engine. It made 170 horsepower in its standard form, but with the optional VHPD version it could make 190 horsepower. That's spectacular for a car with a curb weight of 2015 pounds.
The Series 2 Exige was introduced in 2004. It included a DOHC Toyota - Yamaha engine that makes 189 horsepower. It is more aerodynamic and creates more downforce for better racing performance.
A very limited edition Exige was made in 2005. They had a supercharger on the Toyota engine that brought horsepower up to 243. Only 50 of these were made.
The Exige S is a performance edition of the regular Exige. It has a supercharged and intercooled Toyota engine.
There is also a special Exige for those looking for a small sports car that runs on E85 ethanol. Its the Exige 265E, and it has a higher compression ratio due to the higher octane, leading to better performance numbers. This car is not planned as a production car, it was merely a conceptual prototype.
The Exige is not going to be a car that you'll find at your seedy corner used car lot, but you can find used ones if you know where to look. There are several exotic used car dealers in any major American city, but since many people can't get to one, I suggest finding one on eBay, where they tend to be cheaper anyway.