Having spent the money on the mods you talk about prior to tuning, i can tell you that they do nothing for these cars.
The oem AIR BOX is plenty sufficient for even a 3L engine size so why upgrade, I upgraded to AFE and felt nothing, no MPG improvement nothing.
Went to a GTI intake for more turbo noise but was it worth the 260$? NO!
Bought an AFE 2.5" cat back, same thing no noise increase nor any performance either. 300$ down the drain I feel.
Went to APR tune with stock emission system, bam huge difference in drivability and power loved it... so well worth the 600$.
APR caused the DPF to crack and blow to pieces... causing CELs and about 1500$ of Malone tune and DPF delete piping and couldnt be happier, much more power than the APR and much wider power band.
Investment was worth every penny...
So looking at what you have done and what i have, and I can tell you that you can sink in 1000$ or more into these parts you want and you will gain nothing other than stuff to put in your signature.
BBK was another good update i did with the APR went with R32 complete brake swap and yes they are very heavy but they stop on a dime combined with some Track Tires rated at 140 tread wear.
VWR sway bars, and coil overs were also an expensive investment but they made the car drive like its on rails and the added power from the tune and the delete makes the car put up some serious fights with some much quicker cars out there.
I keep surprising myself to this day when i pull a move on someone who does not expect the JSW to lurge forward with the intensity that it does.