whatever brand you use just read the bottle and make sure it passes the VW 502, 505 manufacturers requirements. i use castrol syntec full synthetic 5w-40 on my 96 A6 avant.

 

How many miles on the car? If you have high mileage and switch now you could have problems as heavier oil sometimes masks leaks. Synthetic oil is way better and doesn't break down as fast, but it still gets dirty and has to be changed. If youplan on going 10k between changes (which I don't recommend unless you drive a lot and put them on quickly) make sure you have the best filter available. Otherwise, synthectic oil is just better oil that has to be changed just about as often, but not the 3,000 miles the dealers whould have you believe - that's just a wast of money.