Provided your shocks are in good condition, eibach springs are a good choice (even better if your car has the optional vw sports suspension ) ... if you want to spend a bit more then ive been hearing good things about FK Highsport coilovers... very good value.
And yep you're right.. real RS4 wheels wont fit, but the replicas (multi-fit 5x112 / 5x100) go straight on and seem to be good quality, although spoke to a lad on sunday who complained about the weight of them.
Chris.