You're concerned about MPG in a TT-RS? If this is the case, the M3 is not your car. Your TT-RS should consistently get high 20s mpgs on reasonable-conservative driving, the best I can do in the M3 is 23-24 mpgs.
Backseats, ditto, especially if you get the M3 sedan, if you need it, the M3 is generous, but not that roomy, it's very deceiving. The middle seat is useless. I would check out a E90 at the dealer before thinking the M3 sedan is that much bigger in the back.
Regarding AWD, I use to own an AWD car (Evo 8). In the snow, i agree, AWD gets great power-on traction. In heavy snow, a sports car with AWD is useless even with proper tires, the solution is just don't go out. Finally, most people (who drive big SUVs,etc) has a false sense of security with AWD in the snow thinking they can also stop on a dime. AWD does nothing for you in terms of braking. The M3 in snow is manageable with the proper tires. I drive with the traction control on and the car has plenty of power-on traction. When the car gets stuck, you just turn the traction control off and it'll spin its way loose.
Finally, regarding comfort, the M3 with EDC is pretty comfortable. Overall, I don't think the M3 is THAT comfortable. It's still pretty stiff, but the seats and EDC helps soften the ride, but in no way is it like a E-Class. I've never driven a TT-RS, but I imagine it's pretty rough, likely tuned similar to my old Evo 8.
In short, i think you should keep your TT-RS. That car is a great bang for the buck in terms of power, style, speed, and versatility (albeit a useless backseat). If mpgs is a concern M3 is not your car. As others have suggested the 335 gets decent mpgs, but not that much better either if you have a lead foot.