Obviously more power will stress the engine more, although when done properly it will all be with in the operating safety parameters.
The Vag engines are great and can take the extra power,
You will be looking at about 240 ish with GTI remap and better mpg while cruiseing, i had an extra 80bhp from my mk4 golf 1.8t which i ran for over 50k with only the DV needing replaced (£50).
I wont be getting my Mk5 mapped for another year yet, but when i do i certainly wont have any worries about doing so, an upraded DV is a good idea too though, as well as an intercooler even at stage 1 IMO, revo recommend this also