[onewhippedpuppy]

I agree on the W211 Benz wagon, I've always found them to be really soggy feeling.

Any thought as to a hatchback? Basically the same functionality as a wagon in a slightly different shape. This would open you up to some really great cars, all which should provide the same or better practicality as your current A4.

Focus ST - simply a fantastic car, I drove one several months ago and still want it. Stick only, great Recaros available, fantastic turbo motor. Put aside everything you think you know about Ford and drive one.
VW GTi - new one is supposed to be great.
Mazda3 - not as sporty as the above, but a great car.
Subaru WRX - the new 2015 isn't available in a hatch, but you can find new 2014 hatchback models still. Probably at a big discount.
Mazdaspeed3 - have to go slightly used on this one, but they are entertaining cars.