I became more at one with my S3 yesterday...
My car has done 7700kms so I wanted to do a half interval oil change. Having done this a few times on our GTI now it's pretty much the same process. [Here is a very handy DIY from the GOLFMKV forum], which is what I have followed in the past.
If you read the DIY the pics below will make sense, and I haven't taken photos of every step, either. Try not make as much mess as I did today, haha.
As you can see there were a few metal filings left in the drain tray. But not as many as our GTI had when I did it's first oil change at a similar interval.
I used the oil from the dealer (Castrol 5W-30 SLX Professional Longlife III) as I figure that's what they will use for the free scheduled servicing anyway. And also because I can't find the same stuff in retail stores. Here is a [link to the PDF] of the tech data sheet (112kb).
The oil, filter and new sump plug aren't cheap, and all up it cost me AU$155 for the three items. Supposedly the RRP for the 5L of oil is $198 (yikes!) so at least Audi Centre Canberra knocked off a bit from the price for me.
Actually I didn't check the price for the filter, but it's the same part no as Volkswagen sells, so I should compare the prices.