I can think of 2 candidates - although I've not driven either.
- Alpina D3 Bi-turbo estate
Reasonably quick, plenty of space, and frugal. The original D3 got a 4.5 star review in Evo - I don't think they've reviewed the Bi-turbo model yet.
- BMW 535d estate
Very quick (especially remapped), even more space, but not quite as frugal. Got a 4 star Evo review.
535d is not that economical, and for some reason you always want to rag it.
Going across Europe in mine I averaged 120kmph over 6000 miles, that is average, which is pretty high. It likes sitting at 200kph which is great on an autobahn, not so good over here.
All in all a fantastic car, but I would not swap my E320cdi estate for one as the E320cdi is comfier and more economical, and when you are talking about a family wagon that is more important.
However, I would take a mapped 535d round the 'ring, wouldn't bother with the E320cdi, so in that respect I guess it is a better 'all rounder'.
We had a mapped 123d auto, which is what is in the D3 BT Alpina, and we had a 335i E91 touring, I can imagine the D3 BT Alpina Touring being the perfect all rounder.
The E91 chassis is pretty much perfect, that twin turbo 4 pot diesel is seriously quick when mapped, 60mph in 6 seconds, and it will return stupid mpg on a run, figures that Mercedes can only dream of if you take it easy...
It is also perfectly balanced, with a light front end and is a joy to drive on motorways and back roads.
If I could get away with the smaller interior space, I would have a D3 Lux touring on my drive, however, I need load space and that brings us back to it not being the 'perfect vehicle for all.'.
