If I was to start again from scratch using a standard S3 as a base car, this is what I would be doing to a used S3 with 100k miles on the clock. In this order, and if funding allows it, retaining the stock K04 turbo.
Oil pick up(part costs peanuts from Audi/TPS for piece of mind)
Fuel Pump(£85 ish from ebay for a new one)
80mm TIP with a Jetex cone filter (best bang for buck mod after a remap)
Decat or 3" downpipe with decat mated to standard exhaust (helps the engine breath better, but creates a cabin drone at motorway speeds.)
FMIC (K04 runs hot when mapped, so this maintains the power)
Cat back Exhaust System (again, more flow, but not cheap for the potential gains)
Custom Remap (get boost leak pressure checked prior to the remap)
You can get the remap at any point after the 80mmTIP, it comes down to how much you want to spend? This is just me personally, everyone is different.