you sound pretty on track with where your headed imo , when you get the dump/front pipe , get a high flow cat converter , is your exh a 3in? . The bigger intercooler won't cause any noticable lag (if any , the dump/front pipe will bring boost on earlier which will bring it back to stock or better responce anyway) . Make sure your fuel pump is healthy (or just buy a new one if it hasn't been replaced , prefferably bosh 040/044) , block the stock boost controller off and get one of the cheap t piece ones that are all over this site , set it to 8psi for now , buy yourself a power fc if you can afford it or an safc will do for now and GET IT TUNED , imo best bang for buck mod is a decent tuner @ $500~
p.s another thing that may help is replacing the oxy sensor and water temp sensor , both are servicable items but i never hear of people replacing them! (and fuel filter when you do the fuel pump)