I found this this thread really useful when looking to fit DRL's.
I personally prefer DRL's to be located away from the main light units to avoid confusion with indicators, etc. so like the fog-lamp grill location. Clearly Audi designers don't agree with me on this point and are probably better qualified than me to comment on the issues of safety surrounding distraction caused by DRLs.
Anyway, the Philips DRL 8 units fit neatly into the fog-lamp surround slot (pre facelift model), and the LEDs and electronics are of a good quality as you'd expect from an OEM lighting manufacturer like Philips. (Dectane do a nice pre-moulded set but, having tried 3 sets, my experience was that the electronics were not very reliable).
I fitted mine with the lens flush to the edge on the fog-lamp trim moulding (pictures within thread), so they would get cleaned in the car wash, however others counter-sink them back into the moulding which requires cutting the back out of the trim rather than just drilling a hole. Both options described in the thread.
It's a straightforward install as detailed in the thread, and mine have worked faultlessly for a couple of years now.
Philips LED DRL- a good alternative if you want OEM performance and output...