There are loads of differences between the S4 and RS4 engine.
They are both based on the same one, but thats about it.
The RS4 has different:

Turbos
MAF
Throttle body
Airbox
Boost pipework
Intercoolers
Oil cooler
Manifolds
Exhaust
Cams
Heads
Bottom end is stronger (not by much though)
Cooling system is the same.

Mine has got RS4 everything apart from the bottom end, its easy enough swapping over the basic bits for proven upgrades.

Yes, it is engine out for the turbos, but as already said, its not exactly something you do often!

Stock S4 brakes are ok, but once remapped you will want more. Again, RS4 brakes bolt straight on. Ive got them front and rear on mine and they are plenty good enough for my power.
Transmission is very good, Ive got an RS4 clutch and copes fine. You can do hard launches no problem as long as you dont do them over and over repeatedly.
You need 600+ to brake something.

Im only the other side of Kettering if you fancy finding out what one goes like