If performance is your main focus, have you considered buying a lower engined car, then fitting a bigger motor?
This way you have more choice in the type of power you want -
Go for balls out big BHP 1.8t conversion - everyone knows dumpvalves mean big power (so you don't get Novas racing you!

)
Or a G60 engine (tunable up to about 250BHP), and supercharger gives instant power - great power all through rev range but fear of £2000 repair bill if charger goes
Or a VR6 conversion - this option is worth it for the noise alone, but wrecks the handling (but you soon forget about this when you put your foot down on a nice straight bit of road).
Another quick fix would be to do what the others have mentioned, and then fit NOS. this gives a quick boost without compromising reliabilty too much (providing you don't go silly with the jet sizes)
I've been in cars with all 3 of these engines (unfortunatly they were golfs

) and the 1.8t was my favourite just because of the looks you get when they here the 'Pitshhh' - people know not to mess!
Ring James at JBS Auto Designs (01246 550400) one of VW's premier tuners (and the first person to put G60 in a Mk4)
Hope that was some help