i've been browsing on here for a few months. Have finally decided to get an RS4

I've been looking at Main Dealer cars, prices are about £33k for the car I'm after, and the dealers are not budging on price at all, even tho I am going to pay cash (no part-ex)
My essential criteria are -
colour - grey or black
mileage - 20-30,000
sat nav
black bucket seats
carbon fibre inserts
would be nice to have -
parking sensors
cd-changer (Do these play mp3 cd's??????????)
cruise control
The reason i'm looking at dealership cars is for the audi warranty and hopefully they are less likely to screw me over than an independent trader (could be wrong here tho?!)
Should I be worried about mileage over 40,000?? I am looking to keep this car for 2-3 yrs then maybe move onto a GT3.
Am selling my R32 privately because I checked with one dealership and they offered £1500 less than the parkers trade value for it!
ANy advice on buying and what to look for would be much appreciated including common failures (eg. already picked up on the DRC situation, what about brakes and clutch, any other things???)
thanks
Priyan