Wiring Power Cable in to Cabin

Easiest route is through the ECU. Take the top off, leave the inaccesible bolt at the back, just prising the top up should give you enough room. Underneath the actual ECU there's a big hole that drops straight down into the drivers footwell.
There's even a spare grommet on the big rubber boot entering the ECU cover, where all the other cables run into it.

I recently installed an amp wiring kit in my A4 B6 Avante and there was a rubber nipple just below and to the left of the battery (between the battery and brake servo). The rubber nipple just needs to be cut off to give you a nice hole through the grommet straight into the cab, behind the glove box. Easiest thing to do is remove the glove box so you can get easy access to the inside.

I bought a small aluminium rod (about 4mm dia.) and pushed through the whole once I had cut off the nipple. You need to push through some resistance, I think there is a bit of fireproofing or something but its not very hard to punch through, but be careful as there are wires and pipes up under the dash. Once your steel\aluminium rod is through, tape your power cable to the end that's in the engine bay and pull it through carefully, job done!

There are some pics around of this because I found it online and followed it, can't remember where though.

Or as AndyMac says, through the ECU. Probably depends on which side you want your power, drivers side or passengers : )

Sorry, rechecked where my power cable went in and it's to the right of the battery, not left as previously stated.