My wife and I were seriously considering the A4, until we test drove it. My wife had been eyeing them for a few years and was very disappointed in the performance of it. It seemed too heavy and somewhat unresponsive. Also, while the steering was tight, it seemed a little too tight.
On the plus side, Consumer Reports has decided that the '05 A4 has improved their reliability enough to actually recommend it. I'd link to the article, but you have to be a subscriber to view any of their details.
Actually, did find
this for the A4 and
this for the G35.