Check the engine thoroughly before you start, mechanically and electronically ie VAGCOM. Basically you want it running fault free. Brakes, suspension, tyres need to have plenty of life left. New air filter, is that MAF working properly, basic service done, cam covers off to make sure all the cams and lifters are all OK. Your injection pump will be OK to 150K unless its been running on low quality fuel or bio/veg stuff. If its over that i'd get it overhauled. This is a bitch to get off, best combined with a cambelt service, at which point you should also time expire and replace water pump, thermostat and all those other bits that are otherwise inaccessible. Check all the hoses, especially all the littttle vacumn hoses as well as the big manifold hoses. Those little leaks can cause wrong sensor readings, loss of power and so on. Often hard to find, cheap to fix. get inside the manifolds, you'd be surprised how much crud builds up inside them from the EGR valve letting sooty exhaust gas back in.
Once you're happy the engine is in good order find a dyno house, 2wd are much more common than the 4wd. Some 2wd places advertise 4wd capability because they pull the fuse for the haldex (Celtic for instance) - this was no use with my permanent mechanical quattro, hence the trips to Plymouth for the dyno runs. Get a dyno run done to use as a baseline, all dynos are different, keep using the same one to see what effect changes are making. If the dyno house can monitor air fuel ratio (AFR) exhaust gas temperature (EGT) boost pressure, throttle opening so much the better, they are all helpful to the remapper.
Choosing someone to do a remap is fairly personal, based on recommendation of other people with exactly (think about gearboxes, saloon/estate, model year(don't go by reg plate, look at the engine number)) the same car as you, balanced with location, cost and results. Forum research is the best way to do this. If you are planning further mods then consider if they can do the mechanical works as well as the remapping. If you are planning mods then the remapper will need to be more than just a laptop carrying guy who will flash over a new map bought from someone else or is just an agent for the remap company, they will need to be able to understand how the mapping really works, and be able to develop it to respond to different components you add to the engine. If the dyno shop is in a different place from the remapper from the workshop how are you going to get the car from one to another?
What to do? Well remap is easy. Bigger nozzles with a remap should be easy if a little more intricate. Hybrid turbo was a bolt on job plus another remap but has made the big difference. Plenty of places around for turbos, looked at a lot, few websites have tech details on so difficult to compare all the different ones. After that you can start spending lots of money on cams, valves, exhaust manifolds, intercoolers, fuel cooling and pumps. Theres not much available as far as i can tell, i never wanted to go that far so haven't hunted very hard. For whatever reason theres a lot of guys in Finland working on this engine, tdiclub.com is a good source of info and contacts.Be prepared for bits not to fit, discovery of broken bits and everything to take a while. Every mod is likely to affecrt the others so think carefully about your sequence of work or combination of mods. Publish what you are doing on a website, i have had more than a few useful tips from people who have been reading my stuff and gone oh yeah we had that problem try this. Perseverance pays off.
Good luck, let us know if you do anything.