An early A3 TD downpipe is a straight swap if you have a KKK turbo. I don't know if this is the case for Garret - I had to trim the bottom of the downpipe's flange to get it to fit a Garret turbo because of the wastegate cover plate.
From there back you could either buy an off the shelf cat back system or have a shop bend you something up in 2.25 or 2.5" pipe. A resonator is optional, as is a rear muffler, depending on your tolerance for noise.
I'm running a stainless Techtonics 2.5" centre pipe on my A1, I believe Dr Diesel has a 2.5" Techtonics aluminized system on his A2 Jetta. As always, I'm impressed with the fit and build quality of the Techtonics exhausts, if you can find a local dealer.
Drew