You might think that the Mercedes-AMG CLA 45 S experience would be dominated by the engine, but the agile and engaging handling are key to its appeal. It's pricey – but such talent comes at a cost.

The Mercedes-Benz CLA is the German automaker's attempt to compete with the likes of the Audi's diminutive A3 and BMW's 2-Series. The CLA offers a smaller size, lower price point but sacrifices little ...