I have a 34 GTR and have a modded B6 A4 with bigger turbo, injectors, cooler, exhaust etc etc and although you dont get the same bang for buck, Audi's are an amazing car. My A4 has been modded for a couple of years and I have owned it for over 4 years and they are very reliable and can handle some punishment.
I recent bought an S4 and to be honest I enjoy driving it as much as my GTR but for different reasons. They are just so comfortable and solid where as the 300rwkw GTR is just a rocket and a blast to drive.
I considered buying an S3 and then modding it before I settled on an S4, but I wanted the Audi to be a daily with more comfort plus the sound they make is just amazing!
If you pick up an S3 check out APR, they have an extensive list of mods for all Audi's but for the S3 in particular. With a stage 3 kit (exhaust, fuel pump, front mount, turbo, injectors, clutch etc) your are talking a very quick car, especially if it is DSG. You can program the DSG for a harder launch and they really move.
I have seen Stage 2 cars running 12's which is on the stock turbo and not much of a spend.
Servicing is cheap if you stay away from Audi (they quoted me $750 for an oil change) in Melbourne there are a few independant guys who will charge a third of that and they use a lot less petrol.
Havinf said all of that, every time I jump in the GTR I LOVE it and wonder why I dont drive it more often, truth is I would if Police where not the way they are and it did not attract so much attention on the road.
Cheers