A cheaper alternative to VCDS is OBDEleven, which is an OBD dongle controlled by an app on your phone. It cost me about £45 from memory for both the app (+ licence) and the dongle. Mine picks up the fact that my inner left rear parking sensor is faulty. Which reminds me, I must get round to replacing it - it's only been a year or so now
The OBDEleven unit has also been able to recode my gearbox, which I enthused about in another recent thread on 'autobox peculiarities'.
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2010 B8 S5 Sportback quattro 3.0 Supercharged in Sprint Blue (current girlfriend)
2000 D2 A8L quattro 4.2 in Audi silver (my ex-girlfriend)