My brother has owned an Audi RS4 for a couple of years now and has experienced many of the common issues; thankfully all the issues under his ownership have been fixed under warranty. He bought the car from Audi and managed to get a two year warranty thrown in with the deal which turned out to be very handy indeed. It's had thousands spent on it, from suspension to a new clutch and flywheel.
The two year warranty expired recently and he extended it for around a grand (for a further 12 months). I believe it's cheaper if you're extending a warranty like he did rather than setting up a new one. Either way, it needs a warranty or be prepared for some hefty bills. I'd recommend buying a Used Approved one with the warranty included.
The last 12+ months it's been completely reliable (touch wood) and a fantastic all round car to own and drive. It is an incredibly capable car and it sounds immense (my brother fitted a non-resonated Milltek).
I guess it depends exactly what you want. IMO, the RS4 is one of the best all rounders but there are more fun and involving cars out there which are considerably cheaper to run and probably less hassle.
Personally, I'd go for an M135i or 335i. If you want something more special and capable then an M3 or M3 CSL.