If performance is your main concern then the RS4 is the obvious choice and it'll slaughter your Imprezza Turbo even without any modifications. If you can't run to that, then look at an S4 instead.
If economy is your main concern then look at the 1.9/2.0 turbo diesels, precisely which is determined by age and I'm not familiar enough with the A4 to relate that to price.
If you want something inbetween those, there are things like 1.8T (petrol) and 2.5Tdi. Personally I like the latter engine, see my sig. Later came the 2.7Tdi & 3.0Tdi.
Audi calls the estate an Avant, unlike Citroen who first used the word in the 1930s to mean 'front' - as in Citroen Traction Avant, the first front wheel drive Citroen - but I digress.
I suspect you already know that Quattro is 4x4, and if you go for anything with any power then - especially coming from the Imprezza (I too have a 4x4 background) - you'll hate front wheel drive, so go Quattro. I think it's mandatory on the higher-powered Audis anyway.
Your gearbox options are manual or tiptronic, an auto-box with manual override which isn't as bad as it sounds but does cost in terms of both performance and fuel economy. The manuals seem to be rarer, which is why I have a tip'.
I have an Allroad - effectively an A6 estate with clever air suspension - so the above is mostly based on my observations of A4s driving up and down the motorways! If you take a look on AutoTrader, E&M, WhatCar etc you'll probably get a pretty good idea of what's available.
E&OE but as nobody else has come forward to try and help I thought I'd give it a shot!