The reason the Audi felt like it did is because they (along with most newer cars) do not have a throttle cable. The throttle is electronically controlled and for some reason on Audi's and VWs, they lag quite a bit...plus add in it's a 4cyl turbo (more lag) and you get a car that's a manual but responds like an automatic.
If you like the speed3, but not the fact that it's a hatch, check out the speed6. I used to own one. Threw some wheels on it and it was a pretty slick little car. 6-speed, 250ish HP, got 30mpg highway. But if you are considering a BMW, it's probably going to be a nicer car.