A simple remap is possible. This is likely to cost £300 to £500 and will only gain you around 15 to 20 BHP. You need to do you own research on this yourself and not accept what I have just quoted.
Then you can get into induction changes, exhaust changes and after that head porting, cam changes etc. etc. Clearly head/cam stuff costs money. Also for every change there is a downside. Insurance cost, MPG, etc. If going for maximum power complete with high lift fast cams then power is only delivered at the middle to top end and at the bottom end you will have a limp pig.
In the old days a simple air filter + free flow exhaust would buy to 10% to 15% tops and say arounfd 10 to 15, possibly 20 BHP. Nowadays unless you drive a car with a turbo then in most cases the manufacurer will have a far better ECU map than in the old days and thus the margins for improvement have all but been removed.
Personally I would say that unless you have excess money to burn then I would spend my pounds tartinging up the engine compartment. Looks to the masses = hot performance and to the rest of us apart from the "tarting" (which many dislike) it shows a care, love, enthusiasm, passion etc. for what you drive and there is nothing wrong in this IMHO.
Modest increases are easily available but will you really notice the difference?