Hi Rhys,
As a Milltek and REVO dealer with a MK5 and a dyno I get plenty of time to test parts / maps / upgrades etc... I hate to say it but a filter and catback wont help at all, just increase noise. If you plan on doing anything I would get a fuel pump and a good custom map followed by the BSH PCV fix and the later revision diverter valve. If you do plan on an exhaust get a full turbo back.
Others may disagree, but I have first hand experience of back to back dyno testing of most of the upgrades available for this engine and unless you plan on stage 2+ then the fuel pump and custom map will be fine.