Here are a couple of nice Cobalts on Boattrader:
a 246:
http://adcache.boattraderonline.com/6/2/8/87703128.htm
a 240:
http://adcache.boattraderonline.com/6/6/7/88068567.htm
I personally own a 2005 240 which is identical to that one (although mine has a smaller motor that that 240, the 8.1l in the above boat will FLY) and can vouch for it's capability on Winni. Either of those can be had for under $40k.
246s are great too.
Just some ideas to get you started. Good luck