I purchsed a Uniden BearCat Scanner, and hardwired it into the A4. The Install was pretty simple, and this method can also be used to install any electronic that you don't want taking up your cigarette lighter socket.
Fuse (AMP rating is up to you to decide on which one to use)
Hardwire kit (If your electronic comes with one...)
Supplies used, as mentioned above... (Minus the Fluke Multimeter)
20 AMP fuse, and Fuse Tap, purchased from NAPA auto supplies...
Simply place the fuse tap over the fuse, on the right side, when the fuse is upright. Then, solder your 12V lead to the end of the fuse tap. It's now ready to be plugged back into the fuse box.
Fuse box, showing the installed 20 AMP fuse, with hot lead soldered to the fuse tap, and the negative ground attached to the bolt.
The finished product, the Uniden BC Scanner fits like a glove in the lower owner's manual holder. No need to mount anything, it just slides in, and is very snug...
Owner's manual, for a 2002 B6, showing the fuse socket I used. I decided to go with the 20 AMP Fuel Pump socket, because it's turned on and off with the ignition. This way, I can leave the scanner in the on position, but not have to worry about it draining my battery down when I shut the car off.