I would've preferred a door behind the driver too for the extra versatilitly. The design masks the rear door quite good anyways.
I think it was a smart move on Hyundai's part. As a driver, you approach your 'coupe' every time you are about to get in. But if you need to take a passenger in the back seat, they get inside your '4-door' hatch from the correct (curb) side of the road. Win-win.
Hyundai is considering bringing the 5 door into the US next year. It may or may not replace the 4 door version.
http://www.autoblog.com/2011/10/11/hyundai-mulling-five-door-veloster-for-u-s/Handling wise, I think a switch to 16" rims and 50 series tires would help handling. The stiff sidewalls, higher unsprung weight and torsion beam axle seem to allow the rear to hop on lateral ridges in the road. Otherwise it seemed pretty planted as is.
One thing I didn't expect was performance so close to the CRZ (numbers from MotorTrend):
CR-Z EX 6speed manual, 122 hp, 128 lb-ft
0-60: 8.3sec
1/4 : 16.4 sec @ 83.6 mph
60-0: 122 ft
Skidpad: 0.84g
Weight: 2544lbs
MPG: 31/37
Veloster 6speed manual, 138-hp, 123-lb-ft
0-60: 8.8sec
1/4 : 16.7 sec @ 83.1 mph
60-0: 125 ft
Skidpad: 0.83g
Weight: 2741lbs
MPG: 28/40
If you don't need the back seat, the CRZ suddenly looks like a competitive product.