Did this at the weekend to my 55 S-Line.
The parts you need for full grill swap on the pre-facelift (and prices I paid) are:
8P4853651DVMZ Sline optics grill (this is grill + black edge/surround + Audi badge) - £126.38
8P4807285G3FZ Sline number plate surround Black (just the number plate bit) - £41.07
You only need these two parts to do the whole swap.
You need the number plate bit as the one you have is grey, like the grill and you need a black one to match the new grill. It's a separate part as they do different versions for different country's number plate sizes. The one listed is for a standard UK plate.
The grill is black and I'm glad I changed the whole grill, not just the surround. But, it's personal choice and I've seen both ways and they both look good.
I've got a great guide to how to change it without removing the bumper - if you pm me your email address. Be warned though - the reason you are meant to take the bumper off is there are two screws behind it, holding the grill. Everyone said these are plastic and can be "popped" through the bumper, without taking it off. My screws were metal and so I destroyed the original grill removing it... Wish I'd taken the bumper off, but by the time I found out they were metal - the grill was damaged...
If you have plastic screws it will take 30-45 mins. With metal screws, it will need a good 3 hours... (I have a guide for doing it with bumper removal too).