Hopefully the transmission will hold together - it all depends on the use & abuse you give it..
If you are changing the valves (ouch!) Sodium ones are the way to go. You could use ti springs & retainers but it's probably over-kill. If you've had a piston melt, new valves may be a good idea though.
ie.. it means for example.
Intercooler - you can remove a number of tight elbows between the outlet of the intercooler & the throttle body by moving the battery to the boot & adjusting the pipe work. If you change the airbox side, make sure you are getting lots of cold air in. The consensus (spelling?) is that a std air box with holes drilled in the 'dirty' side is best. You may also be able to tilt or move the intercooler to facilitate the straigher path. An Charge-cooler is basically the same thing, but cooled by water & often it's own radiator - it reduces heat soak, particularly when at a stand still (eg traffic lights) in turn this improves throttle responce. The benifits once you are moving seem to be less noticable though. All in all, an uprated charge cooler would probably be better due to it being water cooled & having a higher performance core. Have a look on the Web for PACE.
Wastgate & it's actuator are on the turbo but can be unbolted & replaced.. take a look at the catalogue on www.evocars.com
for what's avalible off the shelf. The re-circ dump valve lives up at the air box end.
All of the Evocars chips are written for a 3.2 bar fuel pressure (higher than std), they provide instructios on how to increase this on your car. An off the shelf chip should be good for ~260bhp There are a few other places which make good chips too - Squadra are ones (I have one).
All in all, as a first step I would look for:
head work, exhaust & exhaust manifold, lightened flywheel, uprated gaskets & bolts (inc rod bolts), clutch, tipo inlet cam, chip, altered fuel pressure, air filter, hybrid Tb035 roller bearing turbo if funds allow.
That should be good for ~300bhp. beyond that, suspension, brakes etc etc etc
It all depends on if you haev won the lottery!