I just got a 06 A4 that came with the standard halogen headlight housings and I was wondering what it would take to throw some factory xenons in their place. My buddy is a Audi tech and has access to parts so what does it take to make the switch?

 

It takes the parts. Which could be mucho $$$.
Talk to your friend about how much the parts would cost through him. After that it's searching for people selling them. Check the classifieds on this site first. If not there, expand your search.
If you can find the parts I do not think the switch is all that hard. Presuming your friend can help you take off your front bumper and install them.
After writing this post, I'm realizing your friend is an Audi tech, he knows more than most on this forum.