Hi,
I agree with the all above but couldn't resist adding my thoughts!
The route you're looking at with exhaust, intake and then a chip to finish it off seems the most cost effective way to go.
I had a rolling road rechip done (which I feel in an ideal world is a better solution than a generic replacment), and whilst bhp gains were fairly small the improvement in low down torque and thus driveability were well worth the cost. As for off the shelf ones I think the Promax parts from Andrew are probably as good as they get and an awful lot cheaper.
If you want the car to be much quicker all round then there are quite a few more worthwhile things to do to the rest of the car, for example Turbo anti roll bars make a massive difference to handling and grip and cost very little when bought used, also look to change the pads to something superior to the standard ones which struggle with hard road use, let alone track work (however the calipers and discs are well up to hard track work in my opinion).
Best regards,
Peter.