This isn't directed at the OP as I don't know what his experience is in Germany, but here are some of my thoughts.....
My general comments would be that taxes/registration/insurance will be A LOT more as the engine size and emissions go up. Used cars are more of a hassle (at least at first) when it comes to TUV inspections/resgistration/etc. One good thing is most used cars purchased from a dealer have a one year warranty. Private party used cars do not. New cars have a much shorter warranty than we have here. New cars are also quite a bit more expensive in most cases than what we are use to (think $5-10k more for a comparable car, plus higher taxes).
If you drive a lot, you need to consider that gas is a lot more expensive. And, you'll drive a lot faster, and use a lot more gas. While the autobahn is not completely wide open, there are a lot of places to drive really fast. I've easily cruised for the better part of 4-5 hours at over 130 mph. If you plan to travel to certain countries (Poland, Czech, Turkey, etc.), cars like BMW, Audi, and MB can't go there in a lot of cases.
If you live in a large city, most have some pretty tight spaces, and a smaller car comes in handy. I've gotten stuck, or close to it, in larger cars. The roads are much smaller in older areas. They weren't built for cars. Parking garages and parking spaces are small and tight in a lot of cases.
No matter what car you drive, snow/winter tires will be a requirement which at least to some degree makes AWD less of a concern. You'll see more RWD cars than you can count that get around just fine in the snow/ice.
If you live close to the Nurburgring, I'd definitely consider a car capable of some laps. It really is that cool. That is going to be Frankfurt, and to the west/north. Munich, Berlin, Dresden, etc. are all a pretty good drive (I drove from Munich to The Ring and it took about 6 hours).
So, with that said, I think something like the RS3, S4 Avant, or RS5 Sportback are a good option in the $60k USD range depending on needs and size of car requirements. If you want more utility and space, an A6 Allroad/Avant is a good option around the same price. The S6 Avant starts around $80k USD, but it's nice too. Obviously, BMW or MB has a similar equivalent. The new M2 is around $60k USD, M3 about $75k starting off. The new C63 is around $80k USD starting off for reference.
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