I've checked the fuse for the radio, I've checked the head unit fuse (physically on the back of the head unit), I checked all fuses and they are all intact. When I plug my old stock head unit in, I can get it working after I enter the radio code, but when I plug the new head unit in, there is no response / no power. The new head unit has a plug and play type harness with two rectangular plugs (1 brown and 1 black). They plug perfectly into the Audi harness. The only thing I can think of is that I have a dud head unit?

I installed new front and rear speakers and they were both working with the old head unit. Then I changed the head unit while doing a double din conversion. The climate control is working fine as well as the hazard lights but just not the new head unit.

Any ideas?

 

Do you have a voltmeter?
Find your new stereo's pin diagram, to see which wires should have power (switched + constant). Find the corresponding pins on the adapter harness, and see if they have power.

 

You're a legend, multimeter figured it out!