Upgrades

Replace your old and by now misfiring OEM Coil on Plugs with a more modern one.

The VW 036905715F COP´s fit nicely.
Wiring can be converted in less than a hour.
Universal wiring kits are also available.

When using "Smart Coils" or "Logic Coils" like these you need to remove or bridge the OEM Coil Driver. 
....which is also a good idea since they are known to fail too.

Picture at the bottom of page

Also, if you still have the COP Cover / Valley Cover, then you need to space it up a few millimeter. 
But this is recommended anyway, since even the OEM the coils are all dying a slow heat death in there.
This bit of ventilation helps lower the temps more than 20 degrees °C

When aiming for more power then you absolutely need bigger Injectors.
A lot of people use Injectors from other cars from the 80s.

But why buy overpriced, old Injectors? 

You can get 4 brand new Bosch EV14 Injectors for around 
170€
Bosch 0280158123 are 625CC and High Impedance.

These are the same ones that Porsche uses in their 3.6 GT2 !
Connectors match the OEM Injectors.
Also, the Spray angle matches the intake perfectly, 
V Spray pattern with multiple holes.
(Alpha 25 / Delta 90 / Gamma 0)

12mm TOP Adapters are needed when using Bosch 0280158123

since they are 12mm shorter.
Adapters need to fit the fuel rail.
You can (have to) remove the resistor pack!
You should also get a new FPR (Fuel Pressure Regulator). The OEM one does about 2.5-2.8 Bar.
This will work with these Injectors but they work better at 3 (Up to 6) Bar.

Turbocharger

Starting at around 13-14 PSI (around 210HP) the stock T25 is starting to get really inefficient. You really do not want to run more boost than that.

Common Upgrades are:
-T25 Hybrid Turbos (Mix of T25 and T28)
-T25G 
-T28XX
-GT2860R / GT2860RS
-GT2871R
-GTX2860R (Gen I / Gen II)
-PSR2860 GEN 2 (GTX2860R II Clone)

I choose the PSR2860 GEN 2
Up to 470HP and still spools quickly due to ball bearings and modern design.
Pulsar has really good reviews and the Turbos cost half as much as Garett ones.

Dont forget to install a oil pressure reducer when installing a ball bearing turbo.
Pulsar includes them with their turbos. 
The OEM reducer will have too much flow (pressure) and is only designed for the OEM journal bearing turbo.
It will damage your oil seals and will burn oil.

BRIDGE IGNITION DRIVER
Remove the corresponding wires from the connectors next to the Battery and connect them directly
(Input IGN1-> Output IGN1 and so on)

I used a Tyco Superseal Connector