Automatic transmissions actually do, by design, provide braking aid when slowing down during a gradual (normal) stop. They do not aid when you brake hard or in an emergency.
Your automatic transmission (Tiptronic) does not have a traditional "clutch" although it can wear out just like any other transmission does over time. Down-shifting in an automatic, equipped with a clutch-less shifting function, will not hurt your transmission. The transmission's computer is designed to prevent you from down-shifting if it is not appropriate.
A manual transmission car uses two plates, and friction to create a positive connection. If you "ride" the clutch and don't let the plates fully engage (i.e. with improper UP OR DOWN shifting) you will destroy the clutch in no time. An automatic transmission, while using friction as well to make a positive connection is doing so with computer controlled precision every time so you need not worry.
Either way, being kind to your car will generally mean it is kind back to you. The more you beat it, the more it will beat you (in your pocket at least).
On that note, don't be afraid to have fun. The Tiptronic feature of the Audi's is great fun when you use it... so use it. That is one of the reasons it is there. Don't do a power launch though; that will ruin your tranny faster than you can burn toast with a blow torch.
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