Ah ha, sounds like you're aiming at the same as most of us on here. I would take a look at the galleries for subtle mods, and mine has basically what you're trying to acheive.....I think. It seems like you're going down the right road on the tuning side, lots of chips around so do your homework before deciding on one, if you need a list of the major tuners let me know and I'll stick my now famous list. On the exhaust, the S3 one will not directly fit as Drill is currently finding out, and I would suggest a complete system if your budget will stretch, as it does seem to offer good improvements on the A3's, unlike on the S3. As for DV,well the aftermarket piston type DV's are definately more realiable than the standard unit, but whether the difference in price really offsets the gains is another thing. The standard diagphram type reacts quicker than the piston versions, but expect to replace it occasionally.
That's all for the moment as my hand is aching from typing this on my PDA, and I really should be paying attention to the meeting i'm in.