I went ahead and bought new wheels, justifying it with the resale of the stock Detroits, which I'm complimented on all the time, but have never liked. I'm in the Jeremy Clarkson camp of thinking they're too garish. I instead went with the Axis XMX in matte graphite silver. I think they're cool, subtle, and easy to clean. Plus they're on sale.
Tires: Assuming you go with a good, best seller, like the Continental ExtremeContact DW's, it's likely to cost you about $650 plus installation. Lets call that $750.
Rear Brakes: repairpal.com puts the average cost at $475, but possibly as low as $303. Labor looks like a couple of hours with parts being the wild swing in price.
40K Service: Going back to repairpal, it's about $235, which includes the two air filters, oil, etc., but not the optional fuel filter or spark plugs.
So get ready to pay $1,460 at 40K. If you've got the DSG transmission, expect another $600 or so in service (I keep bugging my wife to get hers done). I'll post what I actually paid, although my numbers will be skewed because of how I'm going about this.