Various issues conspire against you tuning these cars unfortunately. Most turbo cars can have nice impressive gains with little more than a quick remap and some easy boltons like filters and exhausts. Not so with this particular car.
The factory ECU cant be flashed, its chip-tune only, and very few folk have the skills for that these days. Various methods can be used to get round this with varying issues and levels of complexity, the simplest is using an A3/Golf ECU, balls-deep mode involves converting the car to ME7 management from a newer model.
The factory turbocharger wasnt changed when Audi went from the 150hp AEB engine to this 180hp model (unlike the B6 model, and the A3/Golf models) and the stock turbo only manages about 190hp or thereabouts when turned right up. A remap will improve midrange performance with a boost increase, but wont do much to help the peak power acheived. Any more than that and you will need to change the turbo. There are numerous turbo options, from the factory upgraded turbo from the B6-190ps model, thru to hybridised stock units, to complete conversions to either TFSI or aftermarket turbos.
The first thing you really need to decide on, is how much power you actually want. Then you can devise a route to achieve it. Or, i guess, alternatively, a maximum budget you'd like to spend, and then see how much you can achieve for that budget.
