Agree with Al, it's kinda difficult to be impressed by the steering feel of most tin tops after you've had a seven for a while. I've heard from a number of folks that the most impressive steering 'feel' they have come across is on the Elise/Exige. I haven't driven one so don't know.
However, I'm looking for a new car right now so have been test driving a few different marques in the so-called 'small luxury' segment. So far, the BMW 328 has impressed me most - both at low and high speeds (it loads up nicely as you go quicker). The Merc C class was very good, though I didn't feel quite as involved as with the Beemer. The Audi A3/A4 was fine at speed, but had a little too much play at low speeds for my liking. The Subaru Legacy GT was similar to the Merc. Still waiting to try the Lexus 250/350 and Acura TL (any feedback on these appreciated as I have to go to Richmond to test drive them...)