Ahhh, finally a reasonably comparo to the 335i. I am so sick of M3 comparisons! This one makes much more sense. I've been lucky enough to beat on an '06 S4 quite a bit this year and am on order for a 335i, so I have some experience with both. Before I start, both are awesome cars. Some random thoughts:
1) The 335i is going to be faster in almost every situation, imo. I have no numbers for this, it is just a prediction. I predict a couple tenths in the 1/4 consistently.
2) At high speeds I will not be surprised if the S4 starts to move ahead of the 335, by high speeds I mean 120mph+.
3) In terms of driving dyanamics, or handling, it isn't really close. The 335 is more planted and more "fun" to drive. The S4 has the advantage of AWD whic helps it launch and will help it in some situations, but it understeers, you *will* notice the understeer. The 335i, as mentioned, feels more nimble and tossable.
4) They have similar grunt for city driving, I am not sure which will have better mpg. I would guess the bmw, but not by a lot.
5) The S4 sounds better inside and out. I like the exhaust note of the 335, but it isnt a V8 and you can tell.
6) The S4 is way roomier, but you can feel the lack of rigitity compared to the 335 and of course there is the 4 door thing.
7) The S4's interior is so much better than the 335i it makes my ass hurt. Seriously, I like the spartan BMW thing but Audi can make an interior. Black with white recaro seats = YUM. So sweet.
8) Audi's paint colors and paint quality is way better than BMW. Take my word for it ont he quality.
9) BMWs interiors are typically more durable, the 335i has better NAV.
10) Audis manual is, imo, slightly nicer (slicker) - their AT isn't even close.
Which do I like better? The 335i obv, I ordered one.
Looks are subjective, and I like the way the S4 looks but it looks too much like an A4. I like coupes, I like that the 335i will be faster (imo) and will be more open to mods. I especially like (the deciding factor) that it feels so much better when driving. It really does feel more nible and planted. And it costs less too.