The dealer uses Castrol synthetic oil on all 1.8T A4's. 2.8L and 3.0L engines get regular Castrol 5W30.
Really the new manuals have 5W-40 spec weight for them? I would also always go Syn with these cars, filter wise OEM is great (Mann) and for 14.00. I use Napa gold...love their filters, but I have the 2.8 and don't have to worry. Heck you can order Pen from ECS tuning with the OEM filter for a good price. They are in Ohio and orders come next day...ground.
I go crazy and put 5W-40 Amsoil in mine. I don't know if its true, but my chain ten quit rattling in the cold with this stuff.