I wouldn't say MB falls below Audi in performance, I don't know where that came from. I can destroy A5s and A6s with my car in Sport mode. Benz definitely ranks below BMW and Infiniti in terms of speed though. The E-Coupe really isn't that big by the way, I park next to a 3 series at work and it's only a little longer even though it seems way bigger. Although I doubt you'll end up getting it. I also managed to get the maintenance package for free with my Benz along with US Open tickets and stuff. They've really treated me great.
I definitely wouldn't go with the Audi, underpowered and overpriced, plus they have horrible lease rates. Just because the MSRP is the same doesn't mean the lease rates will be similar. The BMW 5 series is awesome if you're okay with the size/having a sedan.
I highly recommend the Infiniti G37 coupe also, I could have an IPL G37 for what I pay for the Benz and sometimes I wonder "what if?". The interior isn't as nice as the other cars but it's so fun to drive.
Do you understand how to negotiate and calculate a lease? It isn't rocket science but I have a spreadsheet for calculating lease rates if that helps. Just need to look up the residuals and money factors and figure out what the MSRP vs invoice price will be and plug it in.