The main thing that differentiates the S4 from other A4's is the engine itself.
As such i would be taking a Laptop equipped with VAGCOM along with you, and running a scan on any prospective purchase.
The engines suffer from split hoses causing boost leaks, which if left unchecked can damage the turbos irrepably. As well as other sensor issues, throttle body issues etc. So doing a scan can see whats going on.
Craigs car had a throttle body issue logged that wasnt apparent at all from driving the car, and we used the fault to arrange a £250 reduction in the price of the car, as that was the cost of a replacement TB.
As with any A4, listen for knocks from the front end suspension. Personally i'd simply budget for a new set of front arms (£300) because even if they're not knocking, they'll be worn and replacing them will tighten the car up nicely.
Engine again, i'd be checking the cam belt interval had been adhered to and that the receipt is present for the swap, as its a relatively pricey job to do by a dealer or indepandant.