You're more likely to get an engaging driving experience in a non-luxury sport sedan than in a luxury sport sedan, unless you want to drop big coin for something like a 335i or M3.
Please elaborate. I think I understand where you are going, but would like to understand more about the reasons for having an engaging driving experience in a non-luxury car. Is it a combination of driver profile, less interior toys and greater availability of manual transmission?
Not really. Think of no-compromises non-luxury driver's cars, like the Cooper S, EVO IX, and Lotus Elise/Exige. You have minimal body roll and excellent chassis feedback, but also a harsh ride. You hear every sweet noise of the engine, but highway noise is deafening. The car is light, but the interior feels insubstantial and the doors make a tinny noise when you close them.
Now think of no-compromises luxury cars. The ride is smooth and composed, but doesn't transmit a lot of feedback, and rolls more in corners. You can talk in a whisper at highway speeds, but you can't hear your own engine. The interior feels as substantial as a bank vault, but it weighs about as much as one too.
These three categories are, to a certain degree, zero-sum games. Increasing chassis feedback and decreasing body roll is going to increase ride harshness. Et cetera. Bimmer and Benz buyers, even those buying the sportiest models, still expect some degree of comfortable ride, sound deadening, and substantial interior feel. Scoobie and Mitsubishi drivers don't. Thus, BMW has to make certain compromises with the 335i that Mitsubishi doesn't have to make with the EVO, and the car can be further to one end of the pleasant-drive-versus-involving-drive spectrum.