Hey Chris, welcome to the Audi world.
The best option is the genuine
RossTech HEX-USB+CAN cable. It is not the cheapest option by any means, but they do hold their value very well so you'll get most of your money back when you sell the cable in the future. You may also be able to find someone who is selling their used one.
The knockoff eBay cords will work but are sometimes iffy and do not come with a VCDS license, so you'll need to buy that for $100 on top of the cable price. There are also several limitations, even with the registered verison of VCDS Lite.
No Generic OBD-II
Won't work with CAN-Bus vehicles
Fewer fault code definitions and label files
No built-in Activation (you'll be limited to a single PC)
No Advanced Measuring Blocks
No Acceleration Measurement
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