I didn't drive either on a track, but when we drove a 335i and an S4 in the same hour my wife and I thought the S4 pulled a little harder and smoother, but we liked the steering and brakes on the 335i. Everything else wasn't even close - the Audi interior was so lacking in any personality (and the exterior, too, with the exception of the cool LEDs) we decided we couldn't live with it. It was so forgettable it was amazing. The dash was so bland and gray and one piece - felt very cheap. We went for the test drives fully expecting to love and buy the Audi, but in direct comparison completely fell in love with the 335. Oh, and the 335xi should be faster than the S4 (we got staggered summer performance tires). We picked the right one.
2013 335xi MSport Alpine White/Coral Red, ZMM/337/Walnut, ZPP, 2PE, ZDH, 2TB, ZTP, ZDA, ZDB, ZCW, HK, Shades
2013 X3 35i MSport Black Saphire Metallic/Chestnut, black grill, everything but lane departure, BMW trailer hitch