There are plenty of roof bars which fit an 8V without the factory-fit fixed roof rails, ranging from genuine Audi ones (v.expensive) to the likes of Thule and Mont Blanc. They all employ a similar system which uses the hole in the door aperture to locate the bar feet and is specifically designed not to scratch the bodywork.
You don't have to pay an eye-watering amount to get a pair of perfectly serviceable bars. Not at all. The Mont Blanc bars I use on my 8V - which does have the roof rails - are excellent. They were a warehouse sale from Amazon; the box was a bit smushed but the bars (the important bits) were brand new. Thirty-six quid reduced from £145.
Google is your bestest chum.
Depending on what you intend to carry you may well need something which fixes to the roof bars once they're on, but when it comes to that there's probably even more choice.
Don't dismiss eBay, either - in the past I've picked up couple of pairs of genuine Audi roof bars for previous cars, including some for an allroad which I got for £17.83.
Unmarked; box, keys, instructions - everything.
And they were at least £150 new at the time.