If you're after performance as in getting from point A to point B faster, I'd do this.
1) Get good tyres, go for a quality brand with a suitable speed rating W+ Budget £400 a set
2) Get a set of upgraded discs and pads, either blank, drilled, grooved or combi discs with performance pads, I rate Feredo DS Performance pads. Expect little change from £200 for a good setup for DIY fitment, add an hours labour for a garage to do it.
3) Look at the internet and look up what others have done to your engine, doesn't matter which car its in, just the engine. (EG VAG 1.8T tunes lovely, VAG 2.0T doesn't in the same way!)
I don't know anything about your engine as I don't have one, so everything from here is generic, but Id guess:
4) Exhaust system, ideally manifold back, tubular design, custom built in high grade stainless steel. Maybe £500 all in, another £150 for a sport CAT if you wanna keep it. Then another £50 on qaulity thermal wrapping to keep the heat in the exhaust and out of the engine bay.
5) Cold air induction, CDA, K and N etc. All much of a muchness in terms of gains to be had, in real terms, pick a brand, I'd go for Pipercross as I've used there stuff before, very good. ABout £100-£250 depending on bramd.
6) Engine mapping, with the air going in faster, and out faster, get a rolling road map sorted out done by someone with a good reputation. This should take a full day if it is done well, then you should be asked back for a review in 1-4 weeks to check the mapping work. This work'll cost from £250 to £800 depending on how long it takes and who it goes to.
7) Now it accelerates and brakes like a demon, now look at the suspension, get a garage to check all your existing suspension components, particularly upper and lower suspension arms up from, roll bars, drop link and bushings on all suspension joints, if you wanna get real serious have the lot replaced with polyurethane (powerflex) bushes. This'll cost anywhere fro £100 as a DIY kit to £400+ fitted, suspension bush replacments can be a total mare to do, some garages won't even go near them. It'll stiffen the chassis in readiness for:
8) Suspension, this one is all very personal, pick a ride height and pick a style of suspension, the most basic is shorter fatter springs on standard shocks, this is a waste of time. Cheapest real option is shorter fatter springs on shorter stiffer dampers, then there are the coilover kits with adjustable ride height, rebound and bump settings. This is a pro job, playing with these things can really ruin your car. Budget from £300 for a good basic kit to £2000
for top end coilovers.
9) Ultra accurate alignment of suspension. After getting the suspension changed, the tracking, camber and caster will be miles out. Leave it a week or two to settle then pay for a Hunter 4 wheel alignment. This'll cost about £50 and is well worth it.
Now it goes, stops and steers really well. Finally, call your insurers and be prepared to see your insurance premium quadrupuled and then some.
Enjoy!
Andy