The KWv3 does not SOLVE the DRC problem, it replaces the problem, the DRC is under extreme oil pressure resulting in the seal failing, and leaking, as you know the DRC (Dynamic ride control) is designed to minimise body roll and flex. The After Market Coil-overs do not have a DRC function as such, so you will sacrifice Ride quality ad comfort (?) for better handling as per any race suspension set up. Some guys have attached ARB to there RS4 to minimise roll and flex (what the DRC should be doing) don't get me wrong if your DRC works it is a great bit of kit.
For other common problem this it the only one that I can think off, make sure your wheels are not buckled however this was a problem on early B5 RS4s. I wont touch on underquoted performance figures here, i,e. the car making under the 400hp mark as its a touchy subject at the mo

but do not let this put you off buying the RS4.
Service and running costs, yes are high but so what, you carbon footprint is greatly welcomed. Dealer quotes for servicing vary from region to region I pad 420 quid for a full service at Audi, I also changed my spark plugs too (30k early?) at a specialist this cost me £190, brake fluid change again at the Audi dealership cost £110. these are just some of the services I have had, hope this gives you a rough idea as to running costs.