My APR exhaust, as compared to a stock exhaust, seems to have some play in it when you push on it. Also, if I hit a bump or rough patch of road it bangs somewhat. The installer said it was on as good as it would be. My Audi dealer also adjusted it for a 1/2 hour labor cost and it STILL is like this. Is it possible the installer put the pipes together too deep into one another or did any other thing to make the alignment of the exhaust off?

The APR systems use the factory exhaust hangers so it shouldn't move more than the factory exhaust. Most exhausts do require 1 or 2 tweaks post install as the system goes through a couple of heat cycles which often throw off the alignment. A rattle shouldn't have to be something you have to live with on a quality exhaust though.

I had the same knocking from the rear of my APR sport on my GTI, what I found was it was hitting every so slightly on the rear control arm where the pipe passes it by(not sure if the same on the A3) my exhaust guy made a few tweaks, it fits tighter and no more banging... Just find a good shop like Skyler said and be patient... I didnt think mine would ever be right and its perfect now! hope that helps