Personally I'd go for the supporting mods first if you are doing it in stages, but it all depends on whether you want to squeeze every ounce of performance from the car, or just have a fast, well balanced car on a lowish budget.
Brake upgrades range from just uprating pads, fluid and lines up to 12 pot monster calipers, 2 piece floating discs etc > budget anything between a few hundred quid to £3k.
Similarly suspension upgrades can range from just wanting a lower ride with uprated springs at under a couple of hundred quid to full race coilover suspension at approaching £2k fitted. Then you can also have ARB's front and rear, WALK kit, Lighter wishbones and hubs, engine mounts, the list just goes on!!!!
Then you have intakes, exhausts, high pressure fuel pumps (HPFP), actuators, diverter valves, big turbo kits (with or without internals), Uprated cams, port and polish etc etc.
Not forgetting of course uprated lightweight alloys, sticky rubber if you like the track, lightweight carbon parts, interior strip out.
Finally you come to the make of remap and there are several tuners that you can go for including, APR, GIAC, REVO, R-Tech, Superchips, etc etc.
Even the DSG gearbox can be remapped by GIAC and REVO.
Hope this helps