if you want power then you need to go down the forced induction route otherwise your gonna be wasting your money.
Yep, you cant really tune the N/A engines. You can get about 20bhp or so with some filters, a Milltek and a remap (your looking at around 1k for all that) but for the cost of doing all that you might aswell get 1.8T, its just simply not logical.
If indeed your birth year is 1991 then your insurance on a GTI will be off the chart ! Good luck getting cover for anything less than 2k (and the rest).
There is nothing wrong with the N/A engined models, you get all the GTI looks and interior spec, but without the power.