well... to be honest.. very little 
depending on your dealer, a chip may or may not void your warranty... ask before you do anything. you could get exhaust which would be good for ~5-8hp, but that too is iffy. they're more likely to let you exhaust the car before they'd let you chip it. as long as you keep the stock exhaust you should be safe. if you need any work done under warranty, you could always have a shop reinstall the stock system. check out the remus exhausts. I'm about to buy their system for the 2.7t allroad. B) you could also check their stance on suspension upgrades which would enhance the 'sportyness' of your car.. but the times I've driven the new S4 i didn't think it needed much help. as far as your dealer and warranty: originally, the warranty is from Audi of America (AoA). My dealer is pretty 'mod-friendly'. the mods I've done so far (chip.. ) voided my AoA warranty, but my dealer signed the remaining part of it to their shop. Any problems and i have to take it to them (not a problem in the slightest)... check with your dealer and see what they're offering. by the way.. any deals you make with them.. GET IN WRITING! good luck! because the B6-S4 is pretty new, there aren't a lot of options out yet.
depending on your dealer, a chip may or may not void your warranty... ask before you do anything. you could get exhaust which would be good for ~5-8hp, but that too is iffy. they're more likely to let you exhaust the car before they'd let you chip it. as long as you keep the stock exhaust you should be safe. if you need any work done under warranty, you could always have a shop reinstall the stock system. check out the remus exhausts. I'm about to buy their system for the 2.7t allroad. B) you could also check their stance on suspension upgrades which would enhance the 'sportyness' of your car.. but the times I've driven the new S4 i didn't think it needed much help. as far as your dealer and warranty: originally, the warranty is from Audi of America (AoA). My dealer is pretty 'mod-friendly'. the mods I've done so far (chip.. ) voided my AoA warranty, but my dealer signed the remaining part of it to their shop. Any problems and i have to take it to them (not a problem in the slightest)... check with your dealer and see what they're offering. by the way.. any deals you make with them.. GET IN WRITING! good luck! because the B6-S4 is pretty new, there aren't a lot of options out yet.
