...something not yet mentioned, but was crucial to me choosing the S3 (and my previous Audi) is the Quattro system - Having loads of power in FWD-only car isn't a good thing in my experience. You need to be able to put it down!
I had a Clio Cup (172) when I was early twenties and the torque-steer was nasty, you were fighting to keep it in a straight line under hard acceleration. I appreciate that the Clio chassis isn't the best however!
The most 'useable' example for Quattro is the classic traffic light situation, where I live (nr the Pennines) it rains...a lot, on wet roads, NOTHING FWD-only stands a chance. Or, if you need to pull out of a side road, onto a fast moving main road, you want to do it as quickly/safely as possible - Quattro wins again!
I'd consider (and did test) an R32, but the insurance was a killer (car-jack central!), plus, as has been said before, Audi interiors are awesome. It's where you spend your time, no point having a fast-as-fk car if it looks crap on the inside.
Finally, I had to consider the 'tunability', I previously owned a TT Coupe (1.8T 225) which was good fun, but when I got it mapped, it was brilliant. Definitely consider this if you're into 'modding' - Large displacement NA Cars sound great and have LOADS of torque, but you're largely stuck with the power you're given (no +40BHP gains)