Jestnomen posted a great thread on the subject, including photos and detailed instructions, that is linked here.
>>> 2) Is there anything special about the oil filter, or do you simply twist it on like earlier models. If so, how tightly?
It's a special cannister filter you'll need to get from the dealer or specialty parts shop. A special tool (dealer only) helps to remove it.
>>> 4) What weight oil
The weights are listed in your owner's manual.
But it's not just the weight, it's also the spec: you MUST use the appropriate standard (VW 502 00). If you sign up for an account at the Audi USA website and search, you'll find a PDF file that lists all of the brands and types that you can use.