I used to have a 2003 e series Mercedes, and it had an amazing ride but maintenance was horrendous. I've got a 2010 Mercedes GL450 now: Amazing ride and performance. I've been in BMW's and Audi's aswell, and from what I've seen:
Mercedes is by far the most luxurious, and IMO is mainly for older folk. Cabin quality is unprecedented. The GL series gives you the impression that you're riding on a cloud, and is a sure neck-breaker when you're heading downtown/on the highway.
There's just something about that badge...
BMW has the sportiest styles, what with the M5 & M3. Interior in the older one's felt cheap, but they have stepped up their game in the new 7 series. The 7 is terribly expensive though.
Audi is like a happy medium between the two. It combines the sportiness in it's higher-end models with the luxury and comfort that most people are paying for. Cabin materials aren't the best, a reason why many luxury buyers opt for a Mercedes. And like BMW and Mercedes, they require constant care.