Be ready to spend some really good coin. After parts, labour, custom tune, and a shit load on ancillary things that you really should have addressed while the engine is pulled you’re looking at $10k assuming you’re starting from scratch (from stock form).
Do yourself a huge favor, and call two people: Jason at BlackForestmotorsport.com for guidance and possibly getting you started on this journey and also be sure to get in touch with Mike at Vastperformance.com about the RS6 kit and custom tune. Vast Performance is only 3.5 hours away in Michigan (via Ontario).
One final thought: Use the b5 S4 discussion board at audiworld.com to do some reseach.
GL