I had a BMW 3 series (E46) for two years and I was reasonably pleased. It was underpowered but well put together.
A4 costs extra because of the all-wheel-drive, which you don’t need in San Diego climate (and it’s not an off-roader, either). G35/G37 used to be quite bulky compared to others in its class, but I’m not sure how it compares today.