To answer your question plainly... No regrets. Intake,
spark plugs and a Lap3 tune on my 3.3. I probably won't touch
exhaust or anything like that. Makes more than enough power to have fun blowing off doors on the autobahn with no speed limiter now.
To kinda piggy back of of most other folks answers...
I think people coming from other sporty cars often forget this is basically a 4000 pound car. The BMW you came from and the Audi you mentioned probably come in about 500 pounds less; HP & torque pound for pound? You'll loose to a similarly powered lighter car almost every time. It's all in the pricing. Korean car manufacturers love steel. Since they own their own steel plants, its cheap, whereas German cars will save weight with more aluminum and composite adhesives where they can... But you gotta pay.
You can probably get more power with a tune alone from any BMW or Audi, and probably for cheaper in general with intakes and maybe new
plugs for a cheaper tune cost. Partially because they often underrate (or at least used to) their own power numbers, and they also have a larger modding base which means competition drives tunes and part prices down. With this platform to gain anything more than 465 HP you have to start looking at fuel higher than 93 octane, CPI, meth; or a combination of all that. The price, complexity and upkeep makes it more annoying than worth it except for those dedicated enough.
Fully loaded at about 53K MSRP versus the S4 and M340I xDrive that both
start around or above that MSRP and, similarly optioned, cost 8-10K more, give or take. I'm strictly speaking new from the dealer, pre markup BS or tax. I'm sure there are plenty of second hand deals that make this argument invalid.