depending on how you drive you can use a stock clutch for a long time even if modified. upgrading you brake system is up to you it's not realy nesasary but nice to have (stoptech).
upgrading the turbo system on a s4 is expensive (apr)(
www.goapr.com)
if you want a fast modded audi look at the 1.8t (
www.pes-tuning.com). they are cheeper to buy also part to upgrade are also cheeper. i belive you can get close to the hp of a modifed s4 with some 1.8t kits.
good luck on searcing for an audi
ps make sure at around 60,000 miles you do a timing belt,water pump, thermostat. just add that cost into anything you are buying that is around that mileage. i belive the manual says 90,000 but tust me they tend to break /fail way before that
harry b