http://www.goapr.com/products/ecu_upgrade_20tdi_140hp.html
Revert to stock mode looks very appetizing.
These numbers only (lol) show a 50ft-lb gain.
Whatever you do do
NOT get a APR rune! Those are the guys known to kill ECUs.
Malone is known as the GO TO guy for TDi Tuning.
http://www.malonetuning.com/20l-cr-tdi
Find a reputable well established tuner in your area you should be good.
Also be sure to read up at
http://forums.tdiclub.com There's a vast amount of information there. Much more then I can put in a single post.
There are a few guys there trying to figure out how to get a more robust HPFP for the CR TDI. There's also a kit to prevent extensive damage to the entire fuel system. Basically only the pump will need to be replaced not the entire fuel system as it would in the stock configuration:
http://forums.tdiclub.com/showthread.php?t=375803
I'd say with that kit from 2 micron you should be good for up to stage 2 power levels (beyond that I've seen fuel flow issues) without much worry on if the fuel pump bids the world fair well.
Aside from the fuel pump, DPF and EGR issues there's really not much to worry about. Some folks over at TDi club have been on stage 2 tunes for quite a while with no ill effects.
Some also went all out with a GTB2260VK from darkside. Granted with such a turbo you'd have to loose much of the emissions stuff. But you get in return 240WHP and a stump pulling 400ft lbs of torque. Many supporting mods would need to be added for such a tune... Clutch, single mass flywheel, Limited slip diff & Transmission strengthening (gears, forks) just to name the big ticket items.
I think if you just want a nice bump in power that a stage 2 tune from malone will work out to be the best overall. You can even keep all the emission equipment in tact if you wish (or need to due to local laws).
With that said, I must reiterate what has already been said... No matter what you do it will never be a really fast car. you can certainly give it a ~30-40% bump in power. These cars were built for efficiency. Bone stock I'm averaging 42mpg (US).
If I wanted something fast I would have went with the GTi.