I would recommend you to go for an Audi. It has a really good road presence and aggresive styling! And by looking at multiple reviews, I've concluded that Audi has a better interior with better quality materials. Their build quality is exceptional. I cant say about BMW but I have kept a 2008 C-Class and a 2007 A4. I can tell Audi has a different, more comfortable and a luxurious environment inside. The new model is even better, it is pure love! Rest is upto you. But I can give a little personal comparison between the three cars.
A4 - Qualitative, Luxurious, Sporty
C-Class - Luxurious, Technical
3 Series - OPTIONS OPTIONS OPTIONS!!!
In the end, all of the three cars are good in some ways. Go for any of the three and you won't regret your decision.