I've got the same problem in my '02 A4Q Tip. Mostly sounds like a lot of road noise.
Also noticeable rumble when applying brakes. And brake warning light has come on breifly during hard cornering off a stop light.

I've ordered a pair of new style bearings, including bearing housings, housing bolts and axle bolt, from ECS Tuning for just over $300. (Obviously a problem in design since it was changed.)
Apparently the new design type cannot be pressed in or out of the housing.

 

I say it is transmission. I had the same problem. My mechanic took a new tranny from autowreckers and I paid $2,500.00 for it installed.

PS
I warn everybody not to buy american bearings for the wheels. Audi standard is to produce parts that fit to 1/1000 mm. This is why the car runs so quiet. American standards are such that you can multiply the above factor by at least 10. The car still runs yet it is an awfull experience to drive it once you installed a couple of those.

 

I'd check the bearings before changing the tranny. (Though his problem may be the tranny. If so likely differential bearings.)
Not sure I'd trust a used tranny and would rebuild my own before spending 2 grand on a used one. Especially if the problem is just the differental bearnings.

I'm not sure who produces bearings for our cars in North America.
*** and SKF have traditionally produced bearings for VAG products so you probably won't go wrong with replacement parts by these companies. In my experience Timkin makes good stuff too. NSK and some of the chinese manufacturers may be OK but I haven't heard good things.
Personally, I don't mind spending a few extra bucks on the Audi OEM part as they're usually cream of the crop.

Bearings are produced with different tolerances.
C1 is the tightest with as little as 0/1000 clearance. This might be the spec for our wheel bearings (doesn't leave a lot of room for lubricant
All manufacturers are capable of producing these tolerances.

 

Since your original post have you had it diagnosed and determined the problem? Is it the wheel bearing or something else?

Please let us know the results.

Thanks

 

Oooops...
This attitude resulted in thousands of deaths of our soldiers in the second world war.
The panther to sherman kill ratio was 8 to 1.
The germans use kiruna sweedish steel with czech additives.
It can not be beaten.
Just please touch the german ball bearing and you will know

 

There is a audi specific shop in vaughn does good work and they only charged me 180 cash rear driver side bearing

 

message me if u want any info