What engine is it AEX or the other one??
The AEX is the Multi point injection system Same engine as the Polo and Seat Ibiza. (has the 5 speed box)
The other one ABD or something like that has single point injection and usually a 4 speed box. you can do much to the engine of either of these. Cone filter will loose a little torque when hot so actually best off without that but ... hey it sounds good so ....

I would say cat back zaust... mabey a header manifold if you want some engine bling and a nice engine sound. If you want to go mad you could cam it but it wouldn't make much difference really.