A camshaft upgrade would probably get you most gains. Basically you would swap your camshaft over for an upgraded one where the camshaft lobes will be bigger/different shaped, this will then have an effect and the cam duration (the time each valve stays open) and the valve lift (the distance the valve opens) by doing this it will allow more air/fuel into the cylinder, more air/fuel leads to a bigger bang upon combustion thus making the car go faster.
There are different forms of cams you can buy, you could go for a fast road set up or a race cam, with each the cam duration and valve lift will be more than stock cams with race being the most aggressive cam set up. You will find that both sets of cams will effect the cars idle, more so with the race set up the will lead to rough idle and could even allow the car to stall on idle at times.
Couple a set of upgraded cams to a upgraded exhaust and the sound it will make will be pretty sweet, and you will notice the rough idle through the exhaust and it will sound like a bit of a splutter.
If you do go for cams you'll have to have another remap to suit the cams, where they will adjust the ignition timing and fuel ratio's. Cams and an exhaust will pretty much max out the amount of power you can get from the car, after that you'll be looking and a engine swap from a GTI to get any more power.
I hope this helps, I'm no engine expert though so forgive me if I've got any of my facts wrong!
Although after saying all this your chances of finding some upgraded cams for your engine look slim, I can't seem to find any
