The IPD HD TCV has made quite a nice kick to my 2.0T SE (and covers all models) - to the point I got a £350 speeding bill due to overtaking "quicker than I thought".
Not too costly either (if you don't count the legal bill).
"Stage 1" ECU remap will clock around £600 (BSR, RICA etc etc) and is easy to do yourself (unless you want to get a custom map via a rolling road test).
Then you're into air boxes, springs, brakes, cat back exhausts etc...