Quaiffe and Wavetrac made diffs for these, no maintenance reliable units, these are torsen style diffs. Gripper and 1 or 2 other firms make plated race ones but these need maintenance, rebuilds and sounds way over the top for what you need it for.
Engine wise there is tons of info on here but check out R-Tech performances websites for the TFSI sections. It has pretty much all the info you'll need on what power you want.
TTRS calipers would probably be on my radar for the stopping well but there is the R32/S3/TTS and mk7 golf R calipers for a lower budget. The stock calipers are not great.
Suspension wise there is so much option then, I have b14 on mine and they're pretty poor over rough surfaces, great over smooth ones but not an ideal road set in my opinion. The bushes if original are probably dead so worth changing/upgrading. There is no camber adjustment on the front so would aim to get either a cpilover set with top mounts or get Super pro adjustabke balls joints or TT alloy wishbones which have an adjustable ball joint. The front wishbones rear console bush is known to be overly soft so worth upgrading, you can polybush it or stick a TT solid rubber bush in.
There is tonnes of other stuff, that's just a summary of some popular options and it's all well documented on here too to get some more detail.