On the topic of gearbox oil, a lot of manufacturers will say the original fluid is good for the 'lifetime' of the car, so most people don't bother. But I've always found that changing the gearbox oil makes a big difference to how smooth and clean the shifts are. I've done it twice to my current B7, and the box feels fantastic, a big improvement over how it was when I purchased the car.
And on the subject of lubricants in general, I have had best success with synthetic oils that derive from a high quality ester base stock. For the engine oil I've tried Fuchs Titan Race Pro-S, and RedLine, both of which are motorsport grade oils with incredible anti wear characteristics. A lot of oils that claim they are 'fully' synthetic are just conventional oils with some additives in, and barely qualify.
My previous B7 was a TFSI (BUL), which (as most do) burnt a decent amount of oil, but after switching to the ester oil consumed a lot less. Although on my current B7, which is a TDI (BRE), which I'm running the RedLine in, doesn't burn a drop between changes. I also use RedLine MTL for the gearbox, and it's buttery smooth and feels much better than the cheaper conventional oils.