I like the idea of having them for the exhaust, think they would suit a light colour car really well. Or a dark car if you were going for that stealth look.
On the wheel front, not so sure about it - I've seen a lot of cars with dark coloured/black wheels, and the only ones it actually suited were the very sporty racer style cars. On an elegant looking car I dont think looks so great, but I guess it depends on the wheel and how much it suits it.
I'm a great believer that although some wheels look really good on their own, that doesn't necessarily mean that they will look good on the car.
The stealth look is what I am looking for as far as exhaust goes; I like the idea of being able to hear a nice exhaust note and people looking around wondering where it is coming from. Also, I think it will suit a debagged vehicle when someone is going for that “clean” look.
Here is a Cayman S with black chrome exhaust
Your right about the wheels, the more I think about it, black wheels probably will not suit an A5/S5.