1 problem, possibly 2!!

Hi,
I have recently bought a 54 plate A3 2.0l Sport TDi (110K miles) and i am a bit concerned that there may be a problem on the engine/turbo side of things. As this is my first turbo diesel I am willing to concede that the problems may well be related to my driving style which may need to change to match the car.
The apparent symptoms may well point to the same thing.
When driving slow, in a car park for instance, the power is very lumpy, with the car lurching randomly through little or no change in foot pressure on the accelerator ( I find I am riding the clutch in first or second gear to compensate)
Having said this, the car displays almost gutless acceleration if considerable revs are not being achieved by the engine (I will have to keep an eye on the rev counter to get an idea of how many revs are required to give me half a chance at pulling out of a busy junction with any chance of survival!!) Unfortunately, once the car is on the move the unexpected lack of power is very slow to revive but does so rapidly once the turbo kicks in.
The drive is also quite lumpy when cruising at 50-60mph with the car seeming unhappy to relax in higher gear (5th and 6th).
There is another issue at first start up which is almost definitely completely unrelated, whereby one of the cylinders seems to be having a bit of a hard time getting going when cold. The first second or so of the engine running is slow and dull (possibly on 3 cylinders) but once up and running all is well. I suspect a heater plug as once full engine power is established there is a fair sized puff of whitey grey smoke from the exhaust which clears up straight away.
The plan is to get the car into Audi for a service and a once over to see what they come up with. In the mean time I would be interested to hear if any of these symptoms relate to anything that anybody else has experienced and the likeliehood that my wallet may be about to be exposed to rapid weight loss!!
Cheers for any thoughts,
Gar

Thanks for the replies guys,
I can now add that there is a fairly thick layer of jet black soot coating the inside of the exhaust which my be related to the second part of this post. It may also suggest that there is oil entering the mix somewhere.
I have been through the catalogue of receipts, etc that came with the car and it is slightly worrying that the head was replaced in April of this year. The strange part is that labour is not charged on the repair.
The receipt states 'VEHICLE TO RETURN AFTER 500 MILES FOR CHECKS AND RETORQUE'. Beyond this there is only record of the car Plate Trasfer as the previous owner has removed a personalised plate
I will contact the garage which carried out the head repair to see if they have any history and check to see if the car was returned for the checks and retorque.
I will be returning to the dealer on Friday. I will update later with what everyone has to say!!
Cheers

Thanks Phil,
I have been showing a bloke at work the soot in the exhaust, it's certainly a wee bit over the top. The bloke in question is the type of mechanic that certainly knows his onions (the type of guy that strokes engines in an almost worrying way, a bit like the mechanic in the film 'Das Boot')and his instant initial opinion on snatching a handful of exhaust fume for a sniff was that the engine is running a bit rich!!
I have been to see the dealer I bought the car off today, who was very good about it all ( none of the 'Oh yeah, all Audi's do that' sort of nonsence I was half expecting!!)and the car is booked in for Monday morning, even supplying me with replacement wheels while the A3 is with them.
The more I have been studying my Audi's behaviour over the last couple of days the more questions I have to ask. I shall wait and see how things go once the start up problems have been sorted before I start irritating everyone with the list!!
And by the way Phil, Lovely looking motor, I'm inspired!!

Hi Phil,
Bet you thought you'd heard the last of this one. Believe it or not I have only just had the car back after a 6 month nightmare dealing with a car dealer who was in the process of going broke and incapable of picking up the phone.......anyway, enough of my woes!!
The problem has now been sorted and turned out to be a cracked wire in the wiring loom that goes to the head. As all the bills have just landed in my lap so the fix at the moment is a first aider cable tie. I plan to have a full repair to the loom just as soon as my wallet regains consciousness!!