In poking around with Keith the two strongest contenders have been the Cadillac ATS AWD I4 and the Audi A5. Both are about $45K. Head to head I think the Audi would win. Win in the sense that this is a totally subjective brainstorming session.
I've driven a Subaru Crosstrek. It drives... in a competent, car-like fashion like the tall Impreza that it is. A Mazda CX-5 2.5 is a more exciting drive. The Crosstrek would also have a mediocre-to-bad interior for somebody used to a BMW (or, in my case, a loaded up 1st gen Mazda3).
I wouldn't switch to a Crosstrek. Something like a Golf R would be fun, but all of he first 3 options Keith posted are certainly interesting. The Jag is a great car.
The links are a pain to parse, but with these parameters, I like (of things that haven't already been mentioned):
2016 BMW M235i xDrive - $459/mo
2016 BMW 328d or 328i xDrive Sedan- $329/mo
2016 BMW 328d or 328i xDrive Sports Wagon - $369/mo
2016 BMW 435i xDrive Gran Coupe - $469/mo
2016 BMW 428i xDrive Convertible - $469/mo
2016 BMW 535d or 535i xDrive - $579/mo
2016 Mercedes-Benz C300 4MATIC - $389/mo
I'd also look at Lexus offers on the RC, if coupes really are in play. I didn't see anything specific on the all-wheel drive versions when it comes to lease offers, but it may be the ZIP I put in (not a lot of demand for AWD coupes and sedans here in SoCal )
I'd also recommend Volvo.
It off all the cars I saw at our car show in February, Volvo impressed me the most. Especially the xc90.
The v90 polestar was the tits though. That's be another to look into.
I'd also make a distinction between something AWD and a true 4WD vehicle. Lots of opportunities to go off-roading here, and 4WD trucks are everywhere.