Well the latest model A4/S4 has IMO finally cured the rubbish feel to the steering and remote sensation when driving.  I urge you to test drive the latest incarnation.

Regards 4WD - the latest quattros have a greater real wheel drive ration in normal conditions (in response to rear wheel drive fans righteous groans about previous versions) and IMO there's nothing more fun that powersliding out of a roundabout in the wet with all 4 wheels driving.  Just the conditions one would have to treat with caution in a BMW.