I was looking at all of those cars you mentioned except the S4 which I felt was too slow and overpriced for its performance. Honestly at first I was dead set on the M3 and didn't even want to consider the F but then a buddy of mine took me to see one and I fell in love. I bought the F for the rarity, at the hospital I work at M3's are a dime a dozen. Also the reliability, I'd heard too many horror stories about the out of warranty M's and we've owned Mercedes cars that were plagued with problems and vowed never to buy one again. The service staff at the Lexus dealer were very pleasant. I also average 22 mpg city (I don't have the lightest foot either) and on my last road trip got 28.2 mpg driving back from California.