Audi and BMW are very similar. I have driven Audi A4, A6, A8, TT and BMW 3 series, 5 series, 6 series, 7 series, X3 and X5.
They have similar handling, ride quality, performance, reliability, and costs. But Audi's have better AWD systems and they are safer and have better interior design and ergonomics. Automotive journalists always say the interior is better quality in the Audi. Both cars look good, but Audi is better overall. Even with fuel economy.
Mercedes Benz is more for older people. There is no fun in this car. Bad handling and good acceleration/power, but you cannot feel the acceleration and power because Mercedes are usually too big or have a too soft suspension to feel the performance of the car. I have driven the Mercedes C class, CLK, SLK, SL and SL AMG, S class, E class, and SLK and ML. Even the AMG SL55 with over 500HP felt slower and was much more boring than a Porsche Boxster with 240HP.
Mercedes is also expenisve to fix and maintain and requires premium fuel just like Audi and BMW. Same reliability. Mainly electrical problems with all three brands.