1) 90% of the posts are from tossers or else enthusiasts pretending to be tossers
2) for a number of genuine reasons, there have been more cases of S4 turbo failure in the US than Europe
So like you I got scared about turbo failure. However unlike you I was not considering buying an S4... I had already bought one!
Now I am not an expert, and have far less S4 OCD than some of the members here
, but I have owned an S4 for 6 years and have been active on forums for all that time so I have learnt a few things. And what I feel confident at concluding is:1) There is no issue with the S4 that makes the turbos any more likely to fail than the turbo or turbos on any other car
2) The biggest factors in ensuring in S4 turbo reliability is as follows (probably in order of priority)
a) Allowing the turbos to cool down after hard use (refer to 'aftermarket pump' mod)
b) Allowing the turbos to warm up properly before stressing them
c) using the right oil (fully synthetic)
I haven't decided about the importance of regular oil changes (a good idea but I'm not sure that changing every 5K actually makes the turbos last longer than if it is changed every 10K), and boost levels (as long as they are not 'silly').
Of course this is all well and good if like me you bought your S4 from new and therefore know how it has been looked after. However if you buy used then you don't know. And furthermore even an S4 that has been looked after very well can have turbo failure due to bad luck. So I must conclude, as I have before, that every S4 owner needs to know where to find a few grand in case of turbo failure. If you really can't then you shouldn't have one. I know it sucks, but that's just the way it is.
To answer your question I believe that it is about £1500 for a pair of KO3s, and around 10 hours of labour replace them (might need to be corrected on that though). With a few extras that generally means a stealer will charge around £3K. No doubt you'd be able to find a specialist who could do it cheaper.
However please don't kid yourself. There are VERY few S4 owners who don't go stage 1 - the car is just crying out for it. And faced with needing turbo replacement, there are a few more who will replace with stock K03s, but the temptation to go with K04s will be STRONG.
In general you might only need work done on the car once a year, so getting to a specialist (there is also Dialynx in Swindon and QST in Haywards Heath) should be too bad. However there ARE some good Audi stealers about if you just want simple work done and don't mind paying for it. Audi Camberley has good reports and shouldn't be too difficult to get to for you.
This will be my first turbo car, I just need to do my research and make sure that I give myself as good a chance as possible of getting a car that is "less" likely to have problems. I'm not in any hurry so will see what cars become available over the next few months. 
B5 RS4, MRC Remap, Milltek, RS6\B7 Brakes, Black\Carbon
