How much power do you want? How much money do you plan to spend?
1. Get a high flow filter for your airbox.
2. Get a 3in exhaust from the turbo back (up to 300kw) or bigger if you want more.
3. get a Nistune chip or aftermarket computer such as a Link and find a good tuner.
4. Bigger turbo, injectors, new fuel pump
5. Beefed up auto or change to manual with a good clutch
Better rotors, pads, Motul RBF600 brake fluid, braided lines, mastercylinder stopper.
Better sway bars, lower with Bilstein shocks, better tyres (and wheels).
That should keep you busy and poor!