As far as I have gathered, you only need a forge dump valve, cos the VW wont last long with the extra power. You are better off getting a 4 bar fuel regulator aswell, you get an extra 15bhp for £50.
If you get the CAI, and the cat replacement exhaust, you can get an extra 10-15% more power. My revo dealer said if I get the stage 1, then get the exhaust and cai later, he'll upgrade for free