A lot of members Stateside have the Oettinger rims, they suit the A4 especially with the Oettinger kit. If budget can't stretch to that now, just paint the lowers.
As you asked for performance mods. The most bang for buck is a chip. The 1.8T engines have 170bhp and a remap will give an increase of around 40-50bhp I think. I wouldn't bother with an intake, they do very little for our cars performance. An exhaust is essential for letting a turbo car breathe better, and you'll notice the difference at the top end of the rev range. A good exhaust system (Milltek, APR, Thermal, Neuspeed, Magnaflow etc) will typically increase bhp by around 10.
In short there are many mods you can do for performance, it all depends on budget I suppose. A lot of people get larger injectors with a Big Injector program which is like getting remapped again.
But first and foremost, get your car chipped!