I am in Sydney, Australia. Our cars come fully specked. No choice. Only options are 18Vs19inch wheels (black vs non black), carbon Fibre interior, and AMG Sport suspension.
I chose non sport suspension as our Aus dealers have been telling everyone DO NOT. Get this unless this is predominantly a track car. I agree, even if it is a track car I do t think you need the AMG sport suspension.
To give some perspective I have both hard and soft riding cars
Golf R hated the suspension just horrible.
New Porsche 991, firm but excellent (better than the CLA)
Porsche Cayenne GTS 2013 very similar to CLA45
BMW loaded 750i, a bit too soft (as expected) even in sport mode. And the seats are infinitely adjustable but drive the car hard and your bottom is sliding
CLA45 with 19 inch and Recaros, firm but just right, don't miss the BMW at all, kept the BMW cause I thought I needed to keep it for comfort (golf r experience). CLA proved I don't need it.
I know everyone is different in taste and in body size, I am 5ft 11.5 (damn that extra half inch) and 210pounds. If you like driving a car a little hard esp take off and cornering, the suspension and Recaros are just right.
Any stiffer would be a different storey. Stay away from the AMG sport suspension is my thoughts.