Chip tuning will improve pep, but be careful of the clutch especially if you have a lot of miles on the current one. A lot of remaps, especially generic ones, will just wind up boost pressure at peak torque. With long gearing the clutch is in the middle of an irresistable force (torque) and an immovable object (high gearing) so it starts to slip.
If you drive smoothly then you can get away with it for a long time (about 30k miles in my friend's case) before it starts to give up.
Depending on the engine type you can look to see if there is a more powerful variant and swap over some of the pieces from that. The 1.9s went up to 160hp (I think) and the 2.0s have gone up to 170hp in factory form - Audi TT TDI for example.
For example on the left below is the air intake from the PD130 engine, the one on the right is from the PD160 - its a straight swap.
Although I am not convinced of the benefits yet, I'm waiting for the rest of the Autospeed article.
As ever though don't forget the rest of the car - brakes especially. Traction can become an issue with big torque increases. And smokey too.