ok heres the break down...
auto/manual doesnt matter...any of the mods listed below can work with either transmission...though you can see that if you know how it drive a manual it is faster whether modded or not...
intake/exhaust...one of the first things people want to replace is the intake and then the exhaust...with audi or most luxury cars that isnt needed becaust theyre built with quality parts...not like econ-boxes (i.e. civics, sentras, cavilers)...if you really want to change the intake or exhaust you should only do them after major mods or if you just like the sound...i say that primarily because they wont give you any real perfromance gains from stock...
1.8T...the easiest thing to do is add a chip...for about $500 you can get an increase of 40 or 50 hp over stock...not too bad...the other thing you can do is upgrade the turbos...you can look around for the best company but basically pes tuning (pes-tuning.com) and apr (goapr.com) are names i hear a lot...but theyll set you back about 4 or 5 grand and put you at about 270-280hp...
2.8...no point in getting a chip...theres very little you'd want to do because most mods will give you very little performance for a great deal of money...unless you want to supercharge it
...and the only place that you can get a supercharger for it is pes tuning...it will set you back 5 grand but you get you 295hp...and i hear that intercooler is coming out soon if it isnt out already that bump that up a little more...
i hope thats enough info...ive exhausted myself...so many things i wish i could have...but there you go have fun let us know what youre thinking about doing