First off, if you haven't already, get rid of the naff plastic bosch diverter valve !! (often incorrectly referred to as a dump valve)
This part is likely to go pop under the boost that the revo is pushing. A forge 007 will cost you about ?80.
As for the Milltek, a full system will see you with a 200 cell cat and 2.5 inch downpipe, which will help a lot in keeping your turbo cool, and a cuts lot of back-pressure, increasing performance. A nice looking twin-pipe backbox (all stainless steel) finishes it off. Total cost ?650 plus ?40ish for a Golf 4motion rear valance (unless you want to chop a hole in your original, which can look untidy).
If you still want more power, you may be able to get the revo 4bar program if your car is a later DBW model (2000 onwards) which consists of a 4 bar fuel pressure regulator and a free/discounted software upgrade (you'll have to check on that i'm not 100% sure.)
After that, uprated clutch may cost you around ?500 fitted and some coilovers will help you stick to the road (i believe you went to stealth for the revo ? ask vince about these he's done most of the mods on my car)
Big turbo upgrades can see a LOT of power from your very capable engine, but you're talking thousands.
Upgraded intercooler (front mounted, twin side mounted, or all alloy side mounted) will help reduce turbo heatsoak, especially in weather like this.
I'm sure there's a lot more that I can't think of right now, but that lot will keep you busy for a while I'm sure.
Chris
<edit> i see starry beat me to most of it as i was typing, oh well, noone can say we aren't helpful! </edit>