Your price range is about right, then, if you're looking for a fairly small place. Unless you're luckier than me, you won't find anything close to the Bahnhof and more than 2 rooms under 2000 or so, and even then they'll be fairly small and dark. The good places approach 3000.
I'm actually looking for a place right in that area as well, since I'm starting a new job about 100 meters from the station. I'm trying to keep the rent under 1500 if I can, though, so I'm looking for a roommate. If you're interested, PM me, but otherwise, best I can recommend is to hit up
www.alle-immobilien.ch every day, search the latest apartments, and call ASAP. Email does not seem to be a viable way to get a response around here. ;-)
Also, it seems that the housing market in these parts is cyclical, and you've just missed the big early July intake (apartments in this canton supposedly free up every 3 months for some reason). Expect that it might take you a little while to find the perfect place!
Cheers and good luck!
Lance