Mod's worth doing are;
Upgrade Throttle body - Audi 2.2 or mk2 16v
Get the Inlet manifold opened up to align with new throttle body
Upgrade manifold and exhaust - stainless steel - Jetex, Raceland, Powerflow, etc
Upgrade the Cam
Upgrade Clutch
If you have to get the gearbox rebuilt, you might want to change 2nd and 3rd gearing for more pulling power!! (a bit of search will be required though)
Upgrade Brakes set-up - front - see link -
http://www.vwgolfmk1.org.uk/modules.php?name=Forums&file=viewtopic&t=15014Worth checking all your engine mounts (rear one underneath car is the main one to give way and it really does make a difference) upgrade to a Diesel mk1 mount (solid mounts will make everything in the car move and shack - not nice in my view for a cab)
Replace the gearlink rubbers - will make a big difference on putting into each gear.
Upgraded Suspension - its really your choice on this one, and I would advise getting as much feedback from all other cab owners and if possible get a test drive in there cars, to feel what that suspension is like. For me Coilovers - Weitic and K&W are the best, but then again they are very costly but provide a great range on smooth to hard damping and adjustable options as well as height. I hear coilovers FK's are good but seem to lock up after a while if you don't adjust them... If your not really after the hard lower look, then a lowering kit will work out well 60/40 on cab, again there are loads of options out there today, but I refer Weitic.
and I nearly forgot, get a lower front mk1 strut brace - it will make a massive difference on cornering...