There was a definitive guide to this posted earlier, but I'm too lazy to find it. Also, if you keep it in "A" and move the shifter to the "3" position (4 in auto 5 gear gearboxes), you enter sportsmode. In some Autos, I'm not sure which, you can just press the "S" button to enter sportsmode.
Sportsmode means higher shiftpoints, and a much more aggressive throttle. Enjoy.
1998 BMW e36 M3 Sedan
Crap, I think I may be a yuppie...
2003 MINI Cooper