Have you considered the VW R32?
Not the prestige of an Audi or Infiniti, etc., but a serious blast to drive with AWD, DSG transmission and paddle shifters.
R32 Home
For less money, the GTI or GLI are both nice too, with the 2.0 turbo setup and DSG. They don't have as much HP out of the box as you noted but can be modded easily to bump the stock HP up. You can also get the DSG on them.
Sounds like you're looking for something more upscale, but thought I'd mention them anyway.