If you are looking for fun (or as zi Germanz say Fahrspass), you are better off with an M3. RS4 cannot compete with it in terms of driving, I'm sorry. M3 is coming out with DSG now, as well.
However, M3 or RS4, both of these cars consume lots of more and more expensive premium petrol, and ask shamelessly for second helping.
For me, Audi TTS looks like a good compromise between economy and fun. (Economy in terms of gas consumption, not in terms of purchase price. Also, TTS is a pure 2seater, but we are talking driving for fun here. For everyday transportation, I don't see how RS4 would be logical, better to get some used TDI for everyday driving.)