If you are looking for DSG don't rule out a 3.2. Poorer gass mileage but they also tend to have fewer mechanical problems, have a little more power stock, you can super charge them and sound better with aftermarket exhaust. I'm also of the opinion that larger block engines last longer than smaller block ones and generally have fewer problems overall.
As far as buying new vs. used. You are going to get a lot of opinions and none of them necessarily wrong. I bought my car with 9k miles on the clock and saved over $20k off the sticker. Plus buying it as a certified preowned from an Audi dealer I got a 3 year 90k mile bumper to bumper warranty. In addition, I've found I get the exact same service from Audi if I'd purchased it new.
If you know cars and assess thier needs you can save money buying used from classifieds. If you don't know cars that well or if you just want the security of having a warranty and you want to save a few bucks over new I'd buy CPO (certified pre-owned). My last two cars have been CPO and I've been just as happy with them as if I'd bought new. The only time I'd consider new now over CPO is if I can't get or find what I want and need to custom order it.
As far as years go the 2.0 guys can tell you exactly what engine you want. Up until somewhere in mid 2008 the 2.0s had cam follower issues that were resolved with an engine redesign. I believe the 2009 onward facelifts all have the newer engine so if you are buying a 2.0t the newer engine is the one you want.
With regards to options they are all pretty much the same although the body changed slightly from 08 (pre-facelift) to 09 (facelift). I personally am not a fan of the facelift cars but many people like them better.