The topic
http://shop.dieselschrauber.de might not be as relevant anymore, but I can highly recommend it. That's where I got my USB-OBD adapter, which uses KKL (for certain Audi models from around 2003, but it also works with all other models), and I'm very satisfied with it.
If you want more [functionality/data], you'll probably have to read the CAN bus, and to do that, you'll likely have to look into the original Rosstech adapters that support CAN, but even those aren't very cheap and, as far as I know, aren't necessarily open-source compatible.
Best regards. Andreas.