Just got back from test drive. MB Seattle got one polar silver CLA250 with black MBTex + pano roof + sport package + P1 + multimeida + bi-xenon lights. Total MSRP was $40,7xx.
Few thoughts -- keep in mind, those are just my opinion

1. Polar Silver on this car is UGLY. As I told to my wife -- if I would be ordering the car in this color, I wouldn't be taking a delivery for sure
2. Black interior is nice, and car feels right size to me (I am 5' 6'').
3. Test drove it for ~20-25 minutes. Tried all modes. The best one to drive by far is "S". "E" is nice, but nothing special. One thing bothered me a lot -- ECO mode. It was enabled and engine stopped every time when car stopped for more than 5 seconds. It also takes 1-3 secs to restart the engine and while the engine sound almost silent, I felt the vibration from it start. When it happens in stop-and-go traffic (as we hit on our way back to dealership) it is not something I will be using. I ended up turning it off.
4. The ride wasn't too stiff (even considering the fact I am coming from SUV)
5. Front seats are very nice and comfy
6. Rear seats - nice for someone around my height; I had no problem to get in and out as I am aware about low roof line already. There are NO WAY to sit more than 2 adults in the rear. I am suspecting that 2 adults and a kid might fit there, but it wouldn't be a most comfortable ride
7. The car misses few features I saw on pre-production vehicles and European models:
7.a. Automatic mirrors folding is not there, same apply to reversing mirror position (the nice feature when passenger side mirror adjusts down after shifting to R gear). I tried to set it up by UK manual - so I believe it is simply absent on US cars. Not a deal breaker, but was nice to have.
7.b. Auxiliary hearing feature is not there -- at least the button is not present where it should be and dealer has no idea about any additional remote control which operates it (again, the info is from UK manual). Again not a biggie, but it is something I will probably miss on hot/cold days.
7.c. Backing camera is just a camera (with yellow guide lines) and has no parking sensors, which means doesn't beeps when approaching something. While it is not a real deal breaker, I was hoping to have it.
7.d. Rear seats are missing middle armrest piece and thus missing cup holders. Not a deal breaker from my point of view, but definitely something really missed in the car.
7.e. The much discussed gap between door plastic parts is there - both front and rear doors has it. Personally - didn't mention it before looked specifically. Not bothers me too much as well...
7.f. No Intelligent Light with Bi-Xenons. Much discussed on other threads, nothing to add..
7.g. Dashboard is plastic. I was under impression it is covered as simple plastic makes it look pretty cheap. Hope my E1 comes with dashboard cover by MBText with yellow stitching as it would be a deal breaker for me...
8. With all above, the build quality of the car IS very nice and materials feels pretty good.
So, after the ride I've got mixed feeling about the car -- from one side there are many "small" features which are missing and while every single one is not a deal breaker, all of them together might be. From other side -- the car made good and drives nice.
Will wait to see my E1 hopefully next week and decide then.
Some images:
Comments/questions are welcome
Enjoy,
Alex