since you decided to go stage 1 first and not skip to 2/2+ I would suggest you enjoy the hell out of it first, cause if you just upgrade immediately to stage 2 it was kind of a waste of money going stage 1....I'd suggest r8 coils/upgraded spark plugs, dsg stage 1 tune(if you're automatic), catback for a nice sound, look into suspension with springs or coilovers(maybe you're into bags?), and brakes (very helpful especially after the increase in power I feel people overlook this at first)
Whenever you're thinking of going stage 2, just be aware you'll need upgraded plugs, a cold air intake, and a downpipe
Intake for noise + bigger rear sway bar made a big difference. Look into doing tensioner as well if you haven't.
As for as getting a downpipe and stage 2. If you live in California you need to consider the biannual smogs when you install a downpipe. You'll have to switch back to stock and run the stage 1 or stage 2 file to pass every 2 years. Not a big deal. Switching intake is easy as well.
Next is big turbo.
Stay at Stage1! lol.
GTI's best probably at Stage1 which it should of shipped as. Anything higher your spending a lot of $$$ and the returns aren't as high. K04 is pretty expensive with tune costs and hardware and Stage 1 MK7s are practically on par with it. Not sure it's worth it.