Can't believe I'm saying this, but I mostly agree with Shnak on this.
Mazda builds fabulous, very soulfull (is that a word?) cars with very clear purposes - the Miata and RX-8 being the obvious ones. I haven't driven the 3 so I'll stay out of that, but the Mazda6 is pretty boring. Most interesting of the boring class of Altima, Camry, Accord, etc., but I'm not interested in the tallest midget.
WRX - tonnes of soul, but again a purpose built machine.
The BMW contenders I believe are the IS300 (haven't driven the 250/350 but they look nice), TSX, G35, and Legacy GT. IS300 has loads of character (like it or not), TSX was a very impressive drive (manual tranny alone is enough to love that car), G35 opinion on specs, and the Legacy GT is like a finally grown up WRX (or as I call it, the WRX for people who have to look nice at work).
Won't go into the VW thing, my Mark III Jetta K2 was fine (looked brilliant inside and out, drove like poop once I grew up and learned how a real car drives), but the bulk of the character came from it's charming electrical foibles.
Not sure I made my point in this ramble. Guess I'm saying the Germans build the best sports sedan and cars with flair, the Japanes build brilliant toasters, or when they put their mind to it, they build the ultimate best-of-breed tool that appeals to a limited crowd (nothing in between which is really what the German products are).