OP, when you say you want performance, do you want straight line speed or handling as well? As nice as the RS4 is, a Zed or the obvious M3 (46 or 90) handles better, so would be quicker round a circuit, for example.
Regardless, £16K gets you into an M6. That'll demolish a 400bhp Zed or an RS4 without breaking sweat, and plus you have one of the last great V10 road engines in there too.