A4's have big and sometimes noisy brakes. You will probably also see quite a bit of brake dust all common.
The normal headlights came on mine as well. There are aftermarket HID kits just do a search for prices. There are many DIY's for the conversion.
The Sat option should be on the stock radio just needs to be activated... the dealer should be able to do that or someone with a vag-com.
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