I am of the opposite ilk. I would do the remap first and see if that satisfies the need for more speed. It is the cheapest bang for your buck and gives more gains than any other modification on these cars.
If you feel the need to do more, by all means you can do so, but it would be an expensive way to add 40bhp to a car by modifying everything else to suit a remap.
I ran my car only until recently with a standard chassis and brakes with 370bhp and had no problems. I have added the ARB's, WALK, Diff, Clutch, Engine Mounts, Pump, RS4 Valve, Intake, Intercooler, Exhaust, Coilovers etcetcetc, and I genuinely believe the remap was the best money I spent on the car.