Hi, I currently own a 2000 nissan maxima SE (5spd)
selling that, and my budget for a new car comes to around 30,000.
Need a small bit of help chosing a new car.

Cars I have in mind:
2001-2002 BMW M3 (Less then 35,000 miles)
2004-2005 Audi A4
2004 Infiniti G35

My initial thought says "M3!" but... I could use a Sedan more then anything.

check out the mazdaspeed6.. its is a way underrated car... awd, close to 300hp

Of course the M3 is your first choice, but if you need a sedan it dosent matter. And even though I am a huge fan of bmw and Ms in particular i could not suggest the M3 as a primary car. Plus big difference in insurance, I believe some one suggested the mazda speed 6, that really is an underrated car, good looks and lots of power, plus awd