I changed the spark plugs because I thought it was a misfire but the CEL is still on and the car is still riding rough. I'm not sure what the problem is now. I was thinking maybe an O2 sensor swap could fix it. I need suggestions.

 

Run a vag com and read the code(s). That will help to isolate the trouble, otherwise you are just replacing parts that might be still good

 

Rotten egg smell is a good sign of a bad cat, and the rough running could point to the cat being clogged. Have it tested for trouble codes before throwing parts at the problem.

 

Rotten egg smell is also an indication of a cylinder not firing. The raw fuel in the cat is causing the smell. If you keep driving it like this you will burn out the cat. Check your plugs, plug wires, ignition coils etc.

As sheldon said, get a VAG-COM and read the codes. It will probably tell you what is wrong.