I also want to go over upgrades with you, since I have nothing better to do as I sit here enjoying a glass of wine 
If you plan to leave the car stock, that’s ok but there are a few things you should do anyways, to increase the reliability of your car if nothing else. First is the aforementioned intake manifold spacers, for the reasons I already mentioned. I also recommend the JHM tune, as it not only increases performance, but more importantly it modifies the ECU’s in a way that the engine will be far more reliable. Aside from those upgrades, make sure you stay on top of maintenance. This is something I can’t stress enough. Problems have a tendency to snowball - as one problem gets worse, it often starts to put excessive wear on the next part down the line. Stay on top of it and you’ll be in great shape. Most major engine issues (cylider wall scoring and such) seem to present themselves in cars under 50k miles or so, which means you’ve likely got an engine that’s in great shape - keep it that way. If you get a CEL, investigate it right away. Invest in a Ross-Tech VAG-COM if you can (~$500) and it will help you immensely. Otherwise, a capable VW/Audi shop can check your codes and diagnose issues. Once again, stay on top of maintenance and you’ll be a happy owner. Let things snowball too far, and you’ll be left with a repair bill that makes you regret your purchase.
These cars are so cheap (relatively) because the maintenance is such a headache for most people. Nobody wants to deal with carbon buildup, or bad fuel delivery systems, or other common issues, which allows us to get these cars “cheap”. But the V10 is a freakin’ bullet-proof block. Keep up on the maintenance, and you won’t regret your purchase. These motors are built to last, and they do. Can’t stress this enough, from personal experience plus a couple years on this forum, stay on top of maintenance!
Ok, now… if you want to do some completely unnecessary, but fun, performance enhancements:
-Exhaust. Skip the Milltek exhaust. Yes, it sounds awesome. I have one, and I love it, and don’t plan to change it - however… it doesn’t add any performance. It’s only (If i remember correctly) a 2.375" exhaust, as opposed to the stock 2.25" exhaust, which changes very little. It is an A6 exhaust system that is modified slightly to fit an S6. These cars really want to have a 3" exhaust system, which unfortunately you can’t really buy a pre-assembled kit for (yet). If sound is all you want, then Milltek is fine. Actually it’s quite good. But if you want a few more horses, you’ll need a custom 3" system, and probably headers, and you’re looking at big $$$.
-Intake. There’s not much you can do here. The only off-the-shelf upgrades available are the JHM spacers, and aftermarket filters. I use the K&N filters with great success, they perform much better than even brand new stock ones. A good upgrade for ~$120 or so. Not much else you can do with the intake as of now, sadly.
-Brakes. JHM just came out with (a few weeks ago) some VERY lightweight disks for all 4 corners. Each front disk weighs 15lbs less than stock, and the rears weigh 5lbs less than stock. Huge upgrade.
-Trans. It probably won’t take long before you realize the trans in these cars leaves a lot to be desired. They are bulletproof transmissions, but they’re sluggish. If yours is really bad, a fluid flush might help. Others have had good luck with a “zip kit”, though I have’nt tried it. “ZF Lurch” is also a common problem, there’s a thread about that here.
-Other. JHM has a lighteweight crank pulley that is a great upgrade, but it might be best to wait until you need a belt service since both items require removal of the front-end of the car to change it, better to do it all at once. If you need to service the accessory belts or any belt-related items, you should do the crank pulley, the belt tensioner (JHM has an upgrade for that as well), the belt, and the water pump all at the same time, even if your water pump is working ok.
Additional point - might want to replace your vent hoses now. These seem to go bad around 100k or so in many of our cars, it’s cheap and could prevent a problem down the road. Your coolant return hose plastic Y connector is also a piece of junk, and costs $150 to replace, but there is good news. A brass fitting from Home Depot costs $3 and will last you a lifetime. Might as well replace that now, because it will almost certainly break when you do you carbon cleaning. There’s info about that in some other threads as well, I covered it in my “mystery coolant leak” thread.