The only real issue is wheel clearance. The stock sport wheels should clear the brakes fine. Besides that, the dust shield won't fit anymore. Its not that serious but if you want you can customize one. Otherwise its plug n play
Fronts will bolt right up with no modifications (not even the dust shields), but may require spacers to clear your wheels. I am running 2012 titanium edition wheels with a +45 and ended up with a 15mm spacer and a light grind on the caliper to clear the wheels. Rear B5 S4 brakes will not fit a B6. I am running B6/B7 S4 rears, they are 300mm vented rotors and fill the wheel much better.