Nothing is cheap in TFSI tuning land mate!
The cheapest bang for buck on a TFSI is a new diverter valve in place of a split one. Yes, I know, that doesn't count 
As for intakes, I've been on the fence for a while but I'm willing to give one a try now I'm pretty much at 2+ with the rest of the hardware. I'm going for a nosey at the Ramair @rashg60 has fitted at some point soon. His car is a similar spec to mine, on the same map, so we'll see.
In all honesty, if it sounds good, doesn't ruin the low rev response, and offers the same or better high rev performance, I'll be happy. That would theoretically bode well for my R-Tech update from 2 to 2+ sometime in the new year.
Enclosed systems definitely perform better at low revs based on my various experimentations over the years. Let's take WOT out of the equation for now, because at the end of the day, no filter at all is obviously going to give the best results, but WOT all the time and no filter aren't practical in the real world
Off WOT there is a lot of induction tuning going on. Too boring and complicated to get into here. Needs a thread of it's own! No air filter at all and a bigger exhaust will show improvements at WOT regardless of engine spec, turbo or NA. But obviously isn't practical! Affecting one end of the rpm spectrum affects the other, hence why basic drainpipes with a bit of foam on the end do you no favours in the lower rpms, especially with K04 and Big turbo engines. But nothing is ever sold as giving with one hand and taking away with the other is it?
I like the VWR intake, BMC CDAs and the original Carbonio. A bit of thought went into them and being enclosed means hot air isn't draw in and keeps noise levels down. As you say, it would be good to do some dyno comparisons but dyno operators don't do this kind of experimenting. All they do is mash the pedal down at 2500rpm and start recording the plot from there. For those who are interested in part throttle tuning, we're left to our butt dynos to determine the difference.
Just depends where you do the majority of your driving. If you're never below 4000rpm on the track, more flow is your friend and noise isn't a factor either generally. If you spend more of your time on urban roads with the occasional squirt, you want it to be responsive and quiet off boost. A classic example of this is the majority of M engines. Amazing flow at the top end thanks to ITBs and lairy cams, but below 4000rpm, absolutely gutless!!
Rule no.1 of modifying is to know what you want and stick to it.
