you can't get real performance improvements without opening your purse I'm afraid. :'(
A tune up would be a start - check the fuelling etc.
But at the end of the day - you need to get a gas flowed head and a cam to get noticeable (ie REAL) difference.
and that's bye bye a grand!
The right fuel, a less restrictive air filter help - but leave the exhaust alone - as it's generally agreed that the std GTi item is better than most 'off the shelf' numbers.
hope some of that helps