We would have our oil changed on regular intervals at the local dealership only to have the "Oil Level Low" light to come on within the first 1000 miles. After having this happen 4 times, we had an import auto repair shop look at it and showed us that the Valve cover gasket, Oil filter gasket, valley gasket, and tensioner pulley gasket were all leaking. The only reason we didn't see the amount of oil on the garage floor was the oil would leak when the car was moving and the under engine cowl was catching most of the oil. We're still trying to find the leak in the power steering pump as well.
My wife's A6 has smeeled like it was burning oil forever. I took it to 4 dealerships while under warranty and they all said it was in the oil pan and it was not a problem. After the warranty expired, then it becvame a gasket leak and could be replaced for big bucks.