I just bought a 2004 (54) A4 2.5 TDI Quattro Sport from Aberdeen Audi. On the first test drive, there was noticeable vibration (felt through the steering wheel) between 80-85 mph. As I had shelled out £1500 to Aberdeen Audi to fix vibration/front suspension problem in my 1994 A80 Sport SE (which they did not fix), I was definitely wary.
After discussing a few options, their chief mechanic said it might be the front tyres. They were new, but apparently a budget brand (Nexen - never heard of them). Audi gave me a choice of 3 kinds of tyres and I asked for Goodyear Eagles. On next test drive with new tyres the vibration was gone, car was great and is now in our garage. Love it.