depends on how much you want to borrow and over what term, but a bank loan may be ultimately cheaper than lease purchase?
there's a company called Oracle that does prestige car finance. never used them but they're the only ones i've even ever heard of.
other than that, you can try going through companies like Broadspeed and Drive the Deal if you're buying new. they offer PCP deals which i think are the same as the dealership ones but at favourable rates.
the only other thing is to look out for offers. when my dad bought my mum's 25th anniversary gift a couple of years ago (a Merc rather than an Audi) Mercedes were doing a good deal on that particular model. considering the A3 is up for change soon, it wouldn't surprise me if they start trying to flog remaining stock within 6 months or so.