Ah So glad you asked taht question so many people in the VW section of this forum never ask about performance.
1. Chip it. GIAC, APR, Revo, Neuspeed, TT(Techtonics) and AMS . I do believe there are others but I heard the Upsolute isn't very good. The chips should give any where between 15-25hp gain and around 25-45tq
2. Get a diverter valve when getting a chip b/c the stock one won't last long. A blow off valve won't do much and really shouldn't be used. This won't do much but keep the engine going strong.
3. Cold Air intake is always nice the ABD one has been dynoed and has had the best results not much tq gain but like 10-12 hp gain. Others can be bought from Neuspeed,Techtonics, Eurosport, Autotech, etc.
4. Turbo back exhaust and a upgraded down pipe. Turbo back pipes you can get from Techtonics, Neuspeed, and ABD, I am not sure what other companies make them.
5. Intercoolers. I believe Spearco makes some of the best intercoolers for the 1.8T I haven't heard good things about the ABD. The stock intercooler on the 1.8T isn't very big and get heat soak quickly.
The new intercooler should net you about 10-15hp
but will keep the hp there b/c heat soak won't set it so quickly.
6. Other things are lightened fly wheel, pullies, better clutch.(The stock clutch on the 1.8T's are renowned for falling apart.) I am not too sure about how much hp pullies give you but they are decent and combined with a lightened flywheel help you get up in the revs really quickly.
You can also get Turbo upgrades from ABD, Neuspeed, and APR.
The engine has a great deal of potential. I suggest you also go to
www.vwvortex.com and become a member and ask questions they will be supportive. Just remember to tell them you are new to the engine. Some people will be jerks others will be very helpful. Also pick up a copy of Eurotuner and or European car magazine they usually have something about the 1.8T and also places where you can buy mods for it. The 1.8T Jetta, GTI, and Beetle all take the same engines mods so you don't have to worry about that.
www.techtonics.com
www.supremempowerparts.com
www.neuspeed.com
www.revotechnick.com
www.eiptuning.com
www.abdracing.com
www.autotech.com
The people of Techtonics have been modding and racing vw's for the past 20-25 years they know there stuff and if they can't help you with something they will point you in the right direction. They are very good guys.
One thing cool about the APR chip is that you can get a chip that has either 1-3 modes. Like for mode 1 regular 89 and that will give close to stock performance and mode 2 90-91 octane will give you decent performance and mode 3 wich is like 92 and up octane will give you more race oriented performance.
Any way I hope this helped.