Depends on how far you want to go with the modifications really.
As you may guess from my username, I have a bit of a history with TDIs and modding them.
The 105bhp unit will usually re-map to around 135-145 bhp depending on how aggressive the map is and whether your engine is a good one.
You can quite easily get the thing up to 220bhp but this will require very extensive mods and much expense.
Just with a stage 1 re-map it will really change the engine characteristics and the surge of torque will make it feel like a much faster car. The 1.9 TDIs are quite flattering when they have a good map on them as they do initially feel very powerful indeed - until you run out of revs at just over 4000rpm. Learn to surf the torque and you have a very rapid cross country vehicle.
More serious mods in a TDI will require a new clutch due to the vast low speed torque so I think it is best if you're on a budget to stick with just a stage 1 map, maybe a good air filter or even a nice cold air intake system and maybe some good quality turbo and intercooler hoses. Once the car is re-mapped the hoses can suffer somewhat with the extra boost.
Which tuner to use is a very subjective matter. On petrol engines there are quite a few parameters that have to be set up not least of all is ignition timing. TDIs don't have to worry about this and thus most of the remaps are quite similar as it's mostly boost and fuelling that are increased whilst a good tuner will keep a close eye on exhaust gas temps and limit initial boost/torque to prevent big boost spikes that can damage the turbo and clutch.
Hope thats at least a little bit of help to you.
