Mazda 3 all the way!
I would hardly call Audi or VW reliable. I would argue quite the opposite.
The Mazda 3S Hatch actually replace the MP5 which has a long track record of reliability... many over 200K with few prblems. I can gurantee you won't say that about a Audi or VW.
The VWs are electrical nightmares and there made in Mexico fro goodness sake. I can gurantee you will find yourself at a VW dealership for repairs quite often. Unfortunately, it's the nature of the car... its bent on problems.
The Audi have there fare share of problems as well. Mainly the Audi has suspension components that wear usually w/i 50-60K mi. It is def. a fun car to drive but once the suspension goes, you will find yourself replacing those parts quickly and expensively. Another thing about both Audi and VW is timing belts, they need to be replaced before 60K too. If you break a timing belt, your screwed for good so it is def. maintenance that cannot be overlooked.
Subaru, IMO, feels rather unfinished inside. I dare say cheap! I dunno, you will have to come to your own conclusion about them.
Now, another consideration is gas. All the models with the exception of the Mazda 3 require premium fuel and synthetic motor oil (the oil is arguable but sludge in a turboed car is not pretty). Turboed motors require premium fuel for performance. I'm not sure you care about the extra $4-5 at the pump every week but gas is becoming more expensive by the day in these parts.
In summary, i would definitely visit Audi and VW forums before purchasing either one of the vehicles. Learn about the issues so that you can at least ask the right questions and perform a thorough inspection at the time of purchase. That reminds me, Have a used Audi inspected by a independant Audi mechanic before purchase. This minor investment can save you thousands in the long run. Good luck, hope this helps!
JJ
BTW, I do not own any of the vehicles listed, but I have done plenty of research on the above cars.