bose or not?

Are you talking about ordering it with a new A4 or fitting it to an existing car?
It's not financially viable to retrofit the Bose system and the benefits are minimal anyway. Even if you could get hold of all the parts (2 x amps, sub and 4 speakers) you also need the wiring looms for both amps, which have to run the whole length of the car.
On a new A4 listen to both at the showroom. Bose is better but worth £500? Probably, but money that could be better spent. Bose will make the car more attractive to a buyer for some reason.
 
i think is not a good idea to retrofit the bose system. Read the following faq from the bose website

Can I buy the parts to add a Bose sound system to my car?

a. If my car's manufacturer doesn't offer a Bose system as an option?
b. If my car's manufacturer offers a Bose system as an option, but I didn't get it when I bought the car?

No, in both cases. Bose does not offer audio systems or parts for aftermarket sale in the US because we would be unable to assure the high level of audio performance for which we are recognized. Each of our automotive sound systems is engineered as part of the car itself and installed on the car manufacturer's assembly line. The system's elements become part of the automobile. And, most importantly, special acoustic checks and balances are performed to ensure that the sound quality meets our standards. This level of custom engineering is not possible with aftermarket parts.

This is from the US Bose website. The UK website says almost the same.