Confident in Audi reliability? Or CAA Plus Gold Membership?

Seen a number of new Audi's on tow trucks this year, the most of any make.
Statistically speaking (i.e., Consumer Reports), you're better off in an Audi than many other European makes, especially Mercedes. Even BMW has had a few black eyes reliability-wise recently (Automobile Magazine's 330i long-term tester had catastrophic engine failure and needed a whole new engine; Car & Driver's ate a wheel bearing and also left them on the side of the road with a broken ignition slot). Personally, I'd place more trust in Audis than any other European brand besides BMW and Volvo. They were really popular where I grew up (Boulder, Colorado) because of the combination of AWD, turbos, and upscale interiors. If Audis never ran reliably, no one would ever get around Boulder.
And before you say "well I'd rather go Japanese," remember that Japan doesn't really offer anything in the Z4/TT 3.2 quattro/SLK class. The closest thing I can think of is the G37.