When I started looking at doing this on my car I found a ton of information about what to do and where the drainage holes are but the information was in pieces all over. I also couldn't find any good pictures of where exactly on the car the drainage holes were to give me a visual idea. I found some images and thought I'd put it all in one thread to help future B7 owners.

This map is small but it shows the sunroof drains and where they exit out
Body_drains by Ricky Williams, on Flickr

Up at the Sunroof the two front drain holes are pretty easy to get to with the sunroof all the way back
Front sunroof drain by Ricky Williams, on Flickr
Front sunroof drain by Ricky Williams, on Flickr
Apparently the rear ones are not so easy to get to but if you tilt the sunroof it may be possible
Rear sunroof drain by Ricky Williams, on Flickr

Exit of rear sunroof drain holes
Where I got this from on the web captioned it as from a B7 S4 so I don't know if it applies to A4s as well. I will try to verify and update when I can.
Exit of rear sunroof drain by Ricky Williams, on Flickr

Drain holes under the battery tray. I couldn't really get a good image of the one under the Brake Servo
Battery tray drain by Ricky Williams, on Flickr