1999 A4 quattro 1.8t 170k miles Recntly my car starting running rough missing badly especially at low RPMs and under load. The check engine light was flashing. I decided to try to make it home and in about 4 miles the check engine light stopped flashing, stayed on solid and the car started running fine. Thought it may have been water or something and the light went out the next day. I drove it another 50-60 miles and it started happening again. I drove about 10 miles and it smelled HOT when I got it home that night. The o2 sensor was glowing red. I hooked up a computer and it said p0303 cylinder 3 mis-fire. I'm guessing a coil pack or spark plug but wanted your opinion before i start replacing parts since it happened and went away and then came back again.

You should swap coils , plugs & injectors with other cylinders & see if the misfire stays in the the same cylinder or follows the component.
There is a sticky somewere , could not find it though.

I swapped all componetnts, one at a time and the code still comes up as p0303 cylinder 3 mis-fire, is there a way to test the wires going to the coil pack?

Lately there have been a ton of threads quite similar to this (non-moving single cylinder misfire) and seems like it's always been a failing ICM (ignition control module) that sits on top of the air box. Here's a thread I came across the other day on how to test it:
http://forums.audiworld.com/showthread.php?t=211086

If your car is a 99.0 (pre-facelift) I have an ICM I could sell you for cheap. On my car I did an ICM delete that uses newer style coil packs, so I don't have to worry about the ICM failing.

Also, if your O2 sensor was so hot that it was glowing red, chances are good it was damaged by heat. You might be better off replacing it.

If everything esle has been swapped then the ICM probably took a dump.

You guys were right once again. I ordered a new ICM on ebay, swapped ou the old one and the thing is running great. Thanks for your help!

Thank you for posting the fix.!