In my opinion, drilled & grooved are not worth it (even on the front) unless you are planning on hammering it round a track and getting them very, very hot.
I have had drilled & grooved in the past on a few cars, I have always found solid discs with a decent set of hot pads to be better (they will last longer too).
If you find your struggling with brake fade then try out a set of Ferodo DS2500 pads on your standard discs - you will be shocked.
The rear discs on the A4 are not vented as such as they are solid discs (no gap in the middle) - To change to vented discs you will need to swap over the calipers.
Drilled and grooved do look good in some cases, but they can also look a little silly on a small disc like the rears on an A4.
Just stick to reputable brands (pagid, ferodo, brembo.etc) - stay away from anything EBC.