Hardly a week goes by without either Euro Car Parts or GSF offering 50% off car parts - I got mine from there. You may do OK on ebay but do check that all the bits are there. It should include pressure plate, driven plate, actuating arm and what some people call the 'top hat' release bearing mechanism in the middle.
I also replaced the 'button' at the lower end of the actuating arm that screws into the gearbox - £6 from Audi.
I also realized to my disappointment that changing the clutch burst the slave cylinder - I don't comment on quality but a £35 Febi one off eBay worked for me.
What they don't tell you (at least on an FSI) is that the slave is 10 times easier to fit when then engine is lowered off the transmission mounts as you can get a socket and extension bar directly onto the bolts through the wheel arch. Once the engine and transmission are back up again it's very, very difficult...