I sourced the wheels direct from Germany via a contact I got from Gavsteryoung here, the chap doesn't want to be named here but is happy to be contacted directly, PM Gav or myself for his details.
I got a set of 4 brand new B6-S4 wheels, centre caps, and tyres (235/40x18 Continental Sport Contacts) for approx €1200 (about £820) delivered to Scotland. They took about a (nervous) week to arrive from Germany. I had also considered S8 wheels, but they where much more expensive!
I also got two sets (they come two to a set) of Eibach 5mm spacers, and a set of 33mm bolts (standard B5 S4 bolt is 28mm) from philipwalker here on the forums via his company P W Motorsport for around £95 delivered. Phillip was really helpful, and went out of his way to sort me out with the correct bolts (I've still got a set I need to send back to him - sorry about that Philip!).
After all that I changed the wheels myself, which was pretty easy. The hardest part was getting the stock front wheels off as they'd pretty much seized onto the hubs! I torqued all of the wheel bolts to 89 lb/ft using a torque wrench and was good to go. A couple of days later I went around again and re-torqued them all again (as it happened they were all still ok).
A couple of things about the pictures, they're low quality jpegs (to reduce the download times), and also my car was filthy when I took them. This makes the new wheels look very shiny compared to the bodywork, but in fact the finish on the B6 wheels is the same as the stock wheels.
This is a B6 wheel on the car with a B5 wheel against it, besides the size, the key difference is the angular indents on the spokes.

Here's a pic of the hub assembly with the spacer on:

B6 wheel

B6 wheels

Shot from the back, trying to show the wider track. The wheels don't really stick out that much more despite the 0.5" wider rims and 5mm spacer.

The ride is good, road noise is definitely louder, and overall I'm really pleased with the result.
I plan to sell my set of stock wheels, which should fetch around £300(ish) so the B6 wheels/tyres will end up costing me around £620(ish)

Thanks for all the help (direct or indirect) here at the forums.
Cheers.