The issue is that S4, and 2001> A4/A6 models use a larger caliper bolt spacing, so any later brakes simply wont fit.
You have various options.
If you want to keep the stock uprights ("hubs") then the only off the shelf parts that fit are TT 312mm carriers. With these you retain the original 288 caliper (the TT one has smaller pistons so isnt any use) and you fit the TT carrier to move the caliper out a bit, and install the larger 312mm disks from a B6 A4 3.0. This only works if you currently have 288's though. If your car is equipped with smaller brakes, you will need a pair of 288 calipers as well as the TT carriers.
If you want to use S4 brakes (or larger), then you need to replace the uprights with ones that have the wider spacing. The options here are steel S4 uprights, which are a straight swap (also used on early 2.7T A6's and Allroads) or B6 A4/'01-'05 A6 uprights which are aluminium, but to use the aluminium uprights you need to use an '01-05 A6 front lower control arm.
If you choose to upgrade to these later parts, you have various choices open to you, from 312mm, 320mm, 345mm and upwards towards RS4 parts and the like. Personally i'd avoid the B5 S4 calipers, they're not very good. If you want the 320mm S4 size disks, you can use the caliper that chris mentioned above, which is used on some of the bigger engined A6/Allroad models, and is a far better caliper than the B5 S4 one, and uses the same B5 S4 disk.