Engine - annually unless you're tight and/or don't care about your S3 engine. I use Castrol 5W-30 LL but there are plenty of options and down to individuals own choice. See my diary
here.
Haldex - I would strongly advise every 10K miles and I use Febi 101172 (850ml tub) VAG part no.G060175A2. See my diary
here as to why. You will also need to run a Basic Setting for the Haldex pump after the oil change!
Diffs - Also know as transfer box/final drive for the front and rear. VAG say are sealed for life but no harm changing the oil like I have and used Febi 32590 being 75W-90 (GL5) VAG part no.G052145S2. See my diary
here.
DSG - Change oil every 38K miles and VAG say the filter is for life in the DQ381 (7-speed) but it's an easy change and worth doing. The oil is very specific so make sure you buy the correct stuff VAG part no.G055529A2 and you'll require 6L with the filter Febi 107342 VAG part no.0GC325183A. You will require diag tools as you need to get the DSG oil up to 35C-45C to set the collect levels and it's a bottom fill for the new oil which seems strange until you've done it. See my diary
here.
Manual gearbox - Not really sure but someone will be along to advise or Google Golf 7.5 as there's loads more detail out there on them and they use the same gearbox as S3 FL.
Brake fluid - 3yrs from date of registration and then every 2yrs there after. Detailing just for completeness as it is an oil of types anyway.