You can get away with other brand fluids but make sure you get the correct grades.
Be aware that your cars cooling system is filled with G12 (pink) coolant. This is designed so that it never needs to be changed for the car engines life, so you only need to top it up with the correct mixture amount. Also G12 cannot be mixed with any other type of coolant otherwise it will become a brown sludge. If you need to top up, just get a small bottle of the genuine stuff as its cheap from VW.
Gearbox oil is synthetic from the factory, so make sure you get synthetic if you replace.
I'm pretty sure the power steering fluid is typical stuff, but again the correct grade needs to be used.
Before you buy, check the prices against a VW dealer as you may be surprised.
Spark plugs are NGK PFR6Q or Bosch F7LTCR. Get these from an after market source as they are silly expensive from Audi. Your plugs are copper anyway so you will not gain anything from "upgrading" They are longlife plugs the should be able to cope with 40000 miles of use easy.
You only need to think about changing the plugs if the car is chipped, when you should be thinking about a colder range plug.