OP, I know you said you don't think you could do a wagon, but the E63 Wagon is IMO the closest thing to perfect if need 4 doors and the room. The car is bad ass. Fast, handles, brakes, and if you can get over that it's a wagon. This wagon will smoke most SUV's if speed is your thing.
The X3M is very cool too. Drove it at Monticello during an M event there. A guy in my office just got one and loves it. Cost a lot less than the wagon too.
The thing with the Porsches is by time you put everything you want on the thing it's a very expensive car.
I'd drive the wagon, see if you like it. Assuming you can find one.
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