I got a Kenwood KDCBT51U from Car Audio Centre. I got it nearly 1 year ago and including all the fitting bits and the actual fitting it was £250 and it was installed in 45 minutes. I personally went to the Pershore store.
My original Audi stereo was working ok but I found that it was distorting the speakers at any decent volume so I replaced the head unit as the standard head unit is renowned for being pants.
This stereo is great. Has all the power that I need plus Bluetooth Parrot built in. I mainly play music via the front USB port but it also has iPod connections and bluetooth music streaming options.
Just thought I would let you know of my experience. Stereo is now a bit cheaper from them at £139.99 here: http://www.caraudiocentre.co.uk/product_m-kenwood-kdc-bt51u_p-26915.htm
there are many many options here. Dont go to Halfords to buy or for install. If you dont want to install yourself, then goto a specialist, they are not that expensive and you know you will get a quality install.
I have installed the same Unit as Gogs (excellent unit, sounds greart - have a look at my thread for some pictures). I got mine from Car Audio too, if you call them, tell them the unit you want and the car you have, they will let you know what you need to buy to complete the install
Also, do you have Bose? Coupe or Roadster?
and, many people mention GLI, but have a Bose setup and did not need a GLI (I have no interference, or low buzzing).