first mod you should do is bang on the PD160 intake and a green air filter, surprising what a difference this little mod will make.
Then look at brakes like the others said, if on a budget you can opt for the 312mm conversion TT kit at £225. But if you want some real stoppers then upgrade to 4-pots from brembo or AP ( but you will need to increase size of wheels for this option)
Suspension is something most people with the FR Tdi's moan about ( they have never driven the 1.8T version me thinks as the TDi is loads less crashy) but most will look at uprating the suspension for coilover sor the like and you can also drop it a small amount at the same time for looks, you can also go for a front and rear strut brace, but this will make the ride a little harsher.
back to the engine and personally i would stick to just a remap with modest gains, sure you can whack on front mount and get a custom remap but if you push the torque too far then you are looking at uprated clutches and extra cost. So keep it to a good remap. If you are after loads more performance then question why you bought the TDi in the first place!!
exhausts are available, but can get expensive. and front mounts again are available, with one sticking out as the only option now. Or alternatively you couls look at a charge cooler which woul dbe even better and about the same price.
As for styling, make your own mind up and try not follow the crowd.
but search through the mk4 section for other ideas