There are some details missing in you message which makes it difficult to provide all answers. You didn't say which radio you currently have. If you have the Symphony (default in all Quattro and 3.0L) then it's pretty straight forward plug and play. If you have the Concert (default in the front track 1.8T) then it's more difficult because you have to install a new center console first.
You can find the part numbers for the RNS-E here http://www.navplus.us/forum/viewtopic.php?t=2
, and several references to suppliers for the adapter harness here http://www.navplus.us/forum/viewforum.php?f=7
You are looking at $2900-$4000 for the US unit, new and with warranty, or $1400-$1800 for the EU unit from ebay.de, used and without any warranty. Adapter harness from Germany shipped is about $120-$160 and you will need the US map DVD for $200-$400. If you get the EU unit you should also have a dual layer DVD writer and about 20GBytes free space because you will need to modify the US map DVD to be recognized in the EU unit.
If you want XM or Sirius sat radio (OEM solution, not 3rd party) you will need to get the US unit. At least for now until someone figures out a way to get the EU unit to recognize the US sat receiver. The US unit is also your preferred choice if you rely on AM tuner stations, something the EU unit does not handle to well in the US. FM in the US is fine with both units.
The xBox question as well as watching video is one area which hasn't been explored much so far. I know that you can use the EU unit together with the Dietz multimedia adapters to connect a video source. And there is also a TV tuner for the EU unit which allows to connect a video source. But both components are not yet confirmed working with the US unit.
So if watching movies or using the xbox is a must but you don't want to get the EU unit, I would recommend to wait until someone posts a success story.
And forget your Audi dealer for the moment. Unless you know him very well (and he is a little adventures outside the AoA guidelines), he won't be of any help because the official position of Audi is still that the RNS-E cannot be retrofitted in the B6.
I hope this helps,