Stage 1 is best bang for buck, no negatives . Car will really shine, no other mods required apart from a pad and fluid upgrade maybe. Just make sure your suspension is healthy and geometry correct. An anti-lift kit isn't a bad idea as there is an overly soft bush in the wishbone that allows varying toe angles under acceleration and braking. But none of this is essential if everything is in good shape, just good to have or to get to eventually.
Are you manual or DSG? A tired clutch will reveal itself.
A worn fuel pump will also reveal itself on mapping day as an unsteady air/fuel ratio and/or fuel cuts. Loba have a well priced option which will protect your engine and let you get the best from the map. It won't give you power but it will prevent the engine from retarding settings to protect itself. Some OE pumps make the grade and some don't. And check the cam follower!!!!
There maybe different schools of thought on this, none of which are necessarily wrong but this would be my approach to it if I were doing it again.
If you knew any or all of this then forgive me.