Dont know about the A3, but there are plenty of bikes that will give massive power gains from exhaust mods alone. My ZX9R puts out around 130bhp at the rear wheel as standard, but gives 144 with a free flowing system.
My very old 1200 suzuki put out 99bhp as standard, and gave 115 with just the end can changed. Obviously this varies between models, but on that basis you could easily get another 22bhp from the audi with just exhaust changes. Whether you do or not will depend on the OE design. And obviously, as Yak says, this would be breaking the law, which is a definite no-no. Oh no.