The thing to remember is that the quattro exhaust for the 4 cylinder cars is different to the front wheel drive exhaust. So if you buy second hand (say 2.0T exhaust) then you need to make sure it's from a front wheel drive car if that's what yours is. Equally if you go with something like Milltek, they have details of the right exhaust for your car on their website. Also some of their dealers will be able to advise this over the phone, like Awesome GTI (also a forum sponsor, so they have a section on this forum that you can post a question for prices and part numbers in if prefered).
Any second hand OEM exhausts need to be from a 4 cylinder car (either a B6 1.8T or B7 2.0T), anything from a V6 or V8 petrol or diesel will not fit. Again anything from another chassis such as the A5 (B8) will not fit.
In terms of additional mods. You'd need the right hand hanger and heatshield as you've mentioned and also the lower rear valance. But you're covered with this if you already have a DTM rear bumper. If you haven't bought the bumper already then you could just get a 2.0T rear lower valance which will still match your existing S Line trim. IMO the DTM rear would need a DTM front or similiar to look right otherwise I thing the rear only would look odd and out of place as it's conciderably more aggressive looking.
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