The diverter valve is worth changing to a revision D OEM piston version from the diaphragm version. The diaphragm version is prone to splitting even on stock cars. I've even seen them go on the 1.4TSi cars.
i) Superchips remap - are you wanting the flexibility of being able to return the car to stock via the Bluefin module or just going for the map? A superchips map wouldn't be my first or second choice, but if you aren't seeking ultimate performance and you are simply wanting a decent smooth map then it will be fine.
ii) Milltek Catback - will not see you get much of a power increase, it is more for looks. The real power comes from the downpipe and sports cat section.
iii) Panel filter - something like an ITG or Pipercross panel filter will give you a moderate power increase, but the main power would come from intakes such as ITG, EVOM's or Forge Twintake.
2) S3 intercooler - this is another decent upgrade for the money, but for a better return you could go for either a THS or Forge Twintercooler version.
Many people overlook the important upgrades like brakes and suspension, but you will realise that with the extra power you'll need extra stopping power and a tighter suspension to cope with it all. The modifying path can be as long or as short as you want it to be, but generally speaking whenever you increase the capability of one element of a car, you will invariably find a weak link further along the chain that needs upgrading.
HTH.