Hey.
I get the oil filter, air filter, fuel filter and plugs from Audi. Gearbox and engine oil, I've currently got Royal Purple in, and it appears to work fine
Brake discs and pads, I'm getting from Powerbrake, and brake fluid I'm going to be using Motul - hopefully within the next week or so. Afraid I can't comment on those components just yet.
Need to get the part numbers for my cam-belt service at 150k km's, and get those from Vagparts. Otherwise, parts for a normal service are pretty reasonable.