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you can get 18's on easily but they look and handle much better on 17" wheels, the 2006 a3 wheels should fit on as im not aware that audi have changed the stud pattern,

what year is your a3? as the early models (pre facelift) have seperate indicators to headlights, fitting the later model headlights makes a huge difference to the apperance, but for this you will need either the wings from the later model or trim the part of the wing that is behind the indicator, as for suspension, you can buy a cheap coilover kit from jamex for £180, other mods you could do are facelift rear lights and tinted side repeaters.
if your going with a slightly euro look, you could also get pressed plates with the atb tuning backing plates, the s3 rear boot spoiler, HID's? these cars look best when is had the subtle bits changed, nothing to lairy.
engine bay wise you could also polish the inlet manifold the lays across the engine.

i wouldn't bother with s3 mirrors and other goodies off the s3 as most people would know it isn't and s3,
hope this helps