As an ex-e90 M3 owner and a current RS4 owner, and I've said this before. On twisty B-roads in good weather the M3 outclasses the RS4 and I presume the S4 too and I speak from a lot of experience.
All year round, wet and icy then the RS4 and according to my mate (63 plate S5 owner) the Audi is the choice.
I also owned a 2008 C63 AMG and that was bonkers in the dry but not as balanced as the M3 and deadly in the winter in ice and snow.
For grin factor and tyre eating the Merc beats them both, it truly does. It was also a company car so it got "well" used and in 9 mths I went through a set of front and 2 sets of rear tyres, that 10 tyres fitted in 9 mths!!!!!!! All this considered, I wouldn't spend my own cash on one of these.
So, its horses for courses, I have tried all 3, I am yet to try the latest RS6 which I will get to do in 12-18 mths and I will hopefully have an inkling for the B8 RS4 which I hope Audi improve on the B7 RS4 and make a new classic.