I would say 19" wheels would be maximum on the a4 without modifying the arches. You just need to be careful of the width of the wheel. As the wheel can catch on the arches or suspension components.
You may need spacers to make different wheels fit properly. The spacers go between the hub and the wheel.
Also make sure the wheel has the same stud pattern as yours (not just 5 but the width of the studs and space between each stud are the same. If that makes sense.
Oh and make sure the centre hole is the same size.
I think you'd be better with 18" wheels as this should cause you less of a headache for fitting as Audi would have fitted 18" wheels as standard in some cases. 19" was for the rs4, s4, s6, rs6 I believe.
Hope iv helped
cheers
Steve :)