bloody great extension bodger
Discs: as you will already have the larger standard sized discs (288mm) you wont get that much extra benefit from buying replacement standard discs or drilled or grooved discs.
Pads: on the other hand can make a significant difference depending on the make and specification.
it is all dependant on what your budget is. but at the end of the day you need brakes. you can get a full car set of brakes off ebay for about £100 delivered (if you want cheap crappy pads which squeel under braking (I know this cos i've had them )
Or, you could get the cheaper range from GSF or Euro car parts for maybe £150 or thereabouts.
Or, you could spashout £300+ with the same retailer and get "sport" [designated "sport" as a generic term for discs which may be drilled, dimpled or grooved] discs and better pads
Then you also have the option to fit S3 discs and pads by buying the required callipers and carriers from an S3 or TT (or later golfs i think?) to upgrade the fronts, you'd not be able to fit S3, tt rears though as the hubs are different
there will be some good advice given in the A3 forum and as I'm an A4 owner i woul'dnt try to persuade you either way. only dont get the ebay ones unless it's your only option!