well thats quiet a low budget for such cars i have had all three since i change my car every three months...You can definately get a Merc Audi or a BMW in this budget but you will get a motor with high miles on it specially if its a DIESEL TDi
you should also be aware of the resale of these cars
Audi A4 comes with high miles in £3000 and you tend to get MAF issues and TURBO problems since Audis Turbo spits oil so you get a funny Rev at times...
Mercedese you can be sure that has the quality but this shape is not a £3000 shape a decent mercedese even now costs £5000 and above so a bad Option
BMW oh well if you want a BMW £3000 again a bad bad bad budget for it in this shape
so last of all id say in £3000 either get an Old shape Audi A4
or get a BMW 316i SE 1.9 Petrol engine
or in Mercedese you can go for C180
these cars will hold value
id say this is a pretty good advice for you mate and you got it from someone who just bought his 17th Car in 3 years yesterday ....