Ive always been really interested in this topic myself, and I have tried to do as much research as possible on other forums and reading reviews by magazines, tuning companies etc.
In the S3 I would advise only using premium unleaded. 95 will not 'harm' the engine, but higher octane petrols can undergo higher compression without combusting and prevent against pre-ignition, nocking etc.
The fuels also have shown to give around 5% power gains over 95 octane.
The best two fuels currently would appear to be Shell V-power and Tesco momentum-99
The differences between the two have been debated, with some truth and some fabrication, but the jist seems to be
Tesco is 99 octane, but it is made up to this octane with additives including iso-propyl alcohol, bio-ethanols, iso-butyl alcohol, meaning few regard it as a 'true' 99 octane fuel.
Shell V-Power is a 'true' 98 octane petrol, but also contains specifically developed engine cleaning/protection additives, which may reduce/clean carbon build-ups etc and minimise energy wastage.
....
From my own experience, I put V-power in for 6 months, then last week I tried a full tank of Momentum 99, and with any mental over-exadurations, the low down torque seemed to be reduced, there was less poppy burble from the exhaust, and the car didn't seem too happy when starting and idling from cold in the morning.
So I have gone back to V-power. Also the shell points reward card gives you better money back rewards than supermarkets etc