Go drive an a4 sport. Then go straight to BMW and drive an F30 sport. No comparison. I was actually set on an A4 based on paper/reviews. I left there disappointed and wanting to keep what I had, which I knew keeping wasn't an option. I then drove the F30 and couldn't wait to sell my ZHP. BMW tried to sell me the "drive it like it's stolen" experience. Audi tried to sell me gadgets that I'll never use.
Though I'll miss my e46 ZHP, the bone stock F30 annihilates the A4 and matched if not exceeded my e46, which has an aftermarket tire, brake, and suspension setup. My sales guy was also a DE instructor I had had in the past, so trust me we had a spirited test drive. Not just around the corner type of stuff. All I can say is go drive one. They may match other manufacturers on paper, but there's nothing llke a BMW on the market. Though, I admit I didn't drive a ATS.
If you're in the market for a new car. Go drive them and let your butt make the decision. Not some Car & Driver review, etc. Buy whichever you like the best and join their forums and enjoy your ride. That's what being an enthusiast is about....not brand loyalty or hearsay.