I would recommend reading an article on what sway bars are and how they work.
http://speed.academy/how-swaybars-work/
I have the 034 Motorsport Sway Bar on my A3 Quattro. It did make a handling difference, but it will not affect the initial turn-in feel or make the steering "come alive". A Front Sway Bar will net you more immediate improvements to the "feel" of the car.
I know some other people will critique my recommendation, so I am going to address that ahead of time.
IMO there is a difference between "handling" and what I call "perceived handling".
Proper handling is when the car does what you want it to, although this may not always feel good. A lot of AX cars driven by much better drivers then me like a very loose car (esp FWD cars). Soft front springs, no front roll-bar, big rear sway bars. The cars feel like wallowy turds, and someone not used to driving a car like that would say that the car "handled" terribly. Nope, the car handles fine, but it feels awful. In general, sticky tires, a bias towards oversteer, and properly suited alignments to your driving style and track conditions will make a car handle appropriately.
"Perceived Handling" is more of a visceral feeling that the car is communicating with the driver and doing what you want it to do. Basically, if the car has decent steering feedback and good initial turn-in then most people would be content with the cars "handling". Front sway bars, larger wheels, stiffer sidewalls and sensitive steering boxes all lead to a car that has very good perceived handling.
Austin,
Since you didn't mention any specific handling attributes that you want to address, I assume that you just want to make your car feel more connected. For free, check your tire pressures. A lot of shops will set them too low for your car, which will make the steering feel even spongier (and the steering feedback on the Audis is atrocious already).
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