A grand is a good budget to work with actually. Mr Q is definately right about the remap, you should get 230-250 BHP quite easily with standard turbo but the IC would need upgrading too. I believe the turbo would then become your first limiting factor. I am not sure when you would need to upgrade injectors on this engine. Personally I don't think you need to upgrade the exhaust unless you want to go way past 300bhp. Speak with a local Pendle agent http://www.pendleperformance.com/agents.php ( link for finding your nearest one. They are really good with VAG software.
Dont muck about with performance air filters, they are a bit of a con. Give your car a good service, fresh fuel air and oil filters OEM!! And an oil change. Then get it remapped. And a new IC if wanting to go over 230bhp.
A bloke got his 3.0 TDI to over 400bhp, so there is great scope for these V6's. :D