amdhunter
Lifer
Definitely drive a 2009+ A4 or 2010+ S4 before going with the 2007-2008 S4. The pre-2009 car just isn't as dynamically pleasing as the newer B8 platform IMHO.
Of the list you mentioned, a A4 manual, S5, or 335 Coupe would be best unless you can afford a brand new CTS-V. Of course, test drive all of them...everyone has different preferences and needs.
One thing about the A4 with the 2.0T is that you can improve the engine performance fairly easily with ECU-flashing.
The S4 is pretty nice, but I've only driven the DSG model, and it was the most annoying gearbox I've ever used. I never got to drive the manual version -- I am sure that would have been a beast. 🙂