Originally Posted by
noone
For the tune: You are best picking a brand of tune after doing some research as to which one is right for you (quality, price, support, etc).
Bigger Turbo (K04, etc) Will set you back a bit as the install often requires other components on top of the turbo (eg, injectors, MAF, Fuel Reg,) plus install and ECU. If your budget is $1200, that will get you a reasonably priced tune with a little to spare.
Dump pipe can help the car along, but not really required without the tune.
IMO (Don't have a Mk4, but similar engine) the tune and a look at the air intake setup is your best investment. Getting lots of cold air in can be a cheap way to make sure your turbo is not being choked with the new found power. Once you have chipped it, you may find you want to look at the traction / handling, so I'd chip it and see what you want to do from there...