i'm in the same boat mate. for springs, Eibach are the way to go, expensive but worth it. Lots of people will tell you that you need shorter shocks as well, but, I fitted eibachs to my last car with standard shocks and it was fine. I'm having them fitted on my mk3 (95 with 57k) next week.
For exhausts i' hear milltek are probably the most civilised. let me know how you get on if you buy one.