Change out the factory oil before 2,000 miles, now would be fine.
Lots of good oil alternatives out there, you will get as many opinions as there are people on the forum... choice of "approved" oils and spec oils and non approved but good performing oils,dino oils to synthetic to vegi oils...
The choice is yours, I personally run the BioSyn oil and have for 30,000 miles with great results.
Brian
2007 Audi RS4 #21
Denver, Colorado
Milltek cat back non resonated non valved
STaSIS Ohlins SL Sport Suspension 750/1100
TDR 18x9 wheels
Dunlop Z-1 StarSpec 275/35's
Ferodo DS2500 Club Race pads
Motul 600 RBF
8500-X50 Hardwired
Biosyn 5w-40

Garage mates:
2004 R-32 Stage 2 turbo
2006 Cooper GP #1649