how would i know if they are about to give out?
i have an 02 1.8t fwd a4 and i think that they are giving out.
when i try and hit high speeds quick it makes the car shake before it kicks in.
does anyone know any places to buy them besides the dealer.

You would get a flashing check engine light (CEL) on your heads up display. Could be a boost leak. You can get them at ecstuning. Get the hitachi R version (think that's it. supposed to be more reliable)

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2003 Audi A4 1.8T
K&N Filter
Boston Acoustics Sound/Kenwood Head U

Try "www.rectormotors.com".
When I ordered online for 2002 A4, each coil was around $24.00, when if you called them it was $55.00

Usually they have no symptoms before going out. And when they do go out- you will notice that.
Might have something to do with your spark plugs.