Have a look here for caliper & carriers:
https://www.rexbo.eu/ and get the genuine TRW or ATE items (it is them afterall who make the kit for VW / Audi). For some reason, the blue R32 stuff seems cheaper than the black S3 stuff.
Then HEL for the brake lines, and EBC Brakles direct or similar for discs and pads (OE 340mm discs and Red stuff pads). Probably wont me much more expensive overall, but likely better quality.
Otherwise, I had good luck on Audi-Sport.net classifieds for my stuff. I got a full front set-up, including lines and guards, and almost new genuine discs and pads, from a low mileage car, for £300 delivered. I just bought HEL lines anyway. I guess as there are more S/RS models on there, the S3 stuff doesn't seem like so much an upgrade, so doesn't attract as high prices as this stuff does on here.