The best exhausts for these hands down are the BCS systems. They do catback and turboback systems either valved or non-valved. They're hand built stainless steel and have had many years of research and development on them, you won't get a better system for any amount of money from anyone anywhere for these cars. I'd give Nigel at BCS a call for a chat if you're interested but here's the basics..
If you want the ultimate sound then you want the full TBE system, 100 cell race car and the variable tone with the valve. They do 3 sound levels:
Prestige - Dual mid silencers, Sport - Single silencer, or WRC - No silencers. I've got the latter with the 72mm downpipe, 100 cell race cat with the valved backbox.
When driving normally off boost the valve is shut and the exhaust is routed through the backbox and it sounds sportier than stock but not particularly loud, but on-boost the valve opens and it becomes a straight piped system (with the WRC) and is Lamborghini loud with pops and bangs on the gear change (with a DSG at least), crackles and burbles on the overrun. You are looking at the best part of £1600 for these systems fitted though if you go for the race cats, cheaper obviously if you just go catback or cheaper still for non-valved.
If you're after something cheaper, a Scorpion catback system would be a decent option. Avoid Milltek like the plague, those systems are crap the quality is rubbish these days.
In terms of power and remaps, yeah I'd be reluctant to highly tune a car on that mileage. A decent little upgrade would be a simple Stage1 remap though, you can get that done with zero mods if you want but a half decent induction kit and the exhaust would make a real difference. My S3 when on standard maps was producing 292bhp over the stock 262 with just a cold air intake and the BCS exhaust without even being mapped. A Stage1 map would have taken that to around 310-320bhp. I'm now running full Stage2+ with intercooler, hpfp and supporting mods and on around 380bhp and 421lb/ft torque but I wouldn't take yours that far on that mileage you're asking for problems.
Make sure you've ticked off all the items on the preventative maintenance thread, especially before doing anything to increase the power or you could end up with a dead S3.