I'm really most interested in driving excitement and pure performance, and I came back to the more raw feel of an STI. Both BMWs were very composed and cornered extremely well, especially the M3. I definitely felt more isolated from the steering, brakes, and suspension however. If you're more interested in driving comfort and ease, then the BMW is definitely far superior. The 3 series has been the benchmark for small sedans for many years, especially in terms of being a driver's car. While still excellent, the latest generations (just like most cars in the world) are becoming more driver-isolated.
I'd definitely like to own a BMW some day soon, but I think I'll probably go back to an E39 M5 or something similar.