I Know it can be done... I can't find any other detailed info.
First i buy AVIC-D3 from ebay:
1.)What wiring harness do i buy?
2.)What keys to buy to remove the Aud Symphony crap?
3.)What are and how to run extras, ex. Antenna, speed sensor? (..why does it need speed sensor if its a gps)??
4.)i hear theres a way to splice into steering wheel buttons with an accesory for this AVIC-D3???.
5.)What is best plate to make it look perty in its hole?
6.)Is there a good locking bolt so thieves cant just pop and screw there way to my navi?

why didnt you justorder navigation for your a4, it wudda been much easier?? Well since you didnt you should buy it from crutchfield if you have so many questions, they will explain to you what you need and how to install it, but they prob wont have a face plate.
Heres the key you need tho http://cgi.ebay.com/ebaymotors/A-AUD...QQcmdZViewItem

Go here and look towards the middle for a guy called A4Moda he will make you a custom faceplate, Good Luck!

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A4 3.0 quattro | Trunk Lip Spoiler | Super White H11 Fog Lights | CC Mod | RS4 Rear Sway Bar | Decorsa Cat-Back Coming Soon!!!

Guys....go to AVIC411.com

A number of us have installed the AVIC-D3 in our Audis and we talk about the issues in THAT site.

I have the AVIC-D3 installed in my 2008 Audi A4...works pretty well, including steering wheel controls. Here's what I needed for my install:

Pioneer AVIC-D3
Metra MET40EU55 antenna adapter (needs splitter on antenna end for AM & FM at same time)
Metra 99-9102 faceplate kit

Steering Wheel Control + Nav Pulse equipment OPTION #1:
Soundgate CANPULSE-4 unit
Soundgate CAN45PIO Steering Wheel Interface Cable (all but AV Source work fine so far)

Steering Wheel + Nav Pulse OPTION #2:
PAC SWI-CAN + SWI-PS (works a little better, according to AVIC411.com postings)

Optional:
Pioneer's CD-BTB200 Bluetooth Adapter
Pioneer's XM satellite radio adapter
Pioneer 's iPod cable for the AVIC