Personallly, I'd never buy any of these new (not in the $ range for me sadly), but if I were magically given any of the three for free (with the rule that I must drive it until it's dead / no resale and flip option) ..
M3.
The Audi looks nice but I'm just not an Audi type of guy. Only the R8 seems 'right' to me, and it's largely a Lambo, right? Heavy AWD cars based on FF platforms make me a sad panda. CTS-V is ten kinds of awesome, and sedan for sedan, I'd probably take one of those, but the coupe is an abomination imho. I'm like that with many cars though, the IS coupe is absolutely ghastly as well, while the sedan is really quite nice looking. The Audi/BMW actually look nicer in coupe form, so it just goes to show that it's really a model by model thing.