Can I use any CD changer in the A3? Or is it worth the cost to buy an Audi CD Changer? They want something like $300 for the changer, which seems a little steep to me. Finally, somebody told me that the factory changer for the Golf A4 is the same model, can anybody confirm?

One other question - later today I am going to be picking my 2001 A3 (1.8T 4 door, made in Brazil) and I was wondering if I really need a turbo timer or if it's not necesary.

You can also use Panasonic with a small wiring adapter, as the OEM HU is made by Panasonic. There are adapters which allow use of some Alpine & Sony changers as well but they're not cheap.
Your best bet is to pick up an Audi/Panasonic changer on ebay