This is down to personal preference. I got a Kenwood DNX series, which does not stand out too much, plus you can change the lighting on it to be red, which blends in with the rest of Audi lights nicely.
The main problem with aftermarket 2-din HU is finding a surround for it or getting someone to make an adapter for 8L S3. I have not found one that does not need modification and use one for the A4, which I had to trim.