The MDX and allroad are similar yet different. They have about the same h.p. and get similar gas mileage. The MDX is better at hauling large items such as building materials, 5 passengers, plus all the junk we take to a drive-on beach such as a grill, lawn chairs, coolers and our yellow lab. I run snow tires on the allroad and we use it to go skiing in winter. The full time awd (quattro) is a little better on ice and snow (could be the esp too) plus I can easily reach items in the Thule box on the roof.
In regard to quality, like all the other Honda/Acura products I have owned, nothing has gone wrong on the MDX in the year we have had it. Having owned 3 Audis & 1 VW, I expect to have more problems with the ar. I bought a 2002 ar after learning my lesson by buying a '96 A4 as soon as they came out. Some 2001 allroads did have problems (wipers jamming, oil leaks) but my 2002 ar has had zero problems in the 3 months and 10k miles I have had it. The quality of the interior materials on the ar is better than the MDX as is the paint job and Bose system. (Probably why the ar costs more)
On the road, both are excellent highway cruisers. The MDX has much taller gearing than the ar which makes the ar feel a little quicker when passing. My ar is a stick, so it probably is a little quicker to 60 than the MDX. Since you can lower the ar for high speed driving it handles more like a car than the MDX. You can take ramps at speeds you would never even attempt in an MDX. There is less wind noise in the ar but that could be due to the size or sound insulation. My wife really enjoys the "sitting higher" driving position in the MDX and the better view of the road ahead.
Don't think you missed out on a great deal by not buying a close-out 2001 ar. Dealers are still willing to negotiate on 2002's, especially if they have it on the lot. $1500 over invoice ($2000 off sticker) is the going rate.
Both are great cars and we have no regrets with either one. If you want more info from other ar owners you can visit the allroad forum at audiworld.com