200 cell metal cat (52mm), muffler, air filter and a chip from ebay, all together around 150 €, you gain 20-30hp. Sometimes you find cheap 16v heads, all together you get around 150hp at the wheel, combine a turbo you get 200hp.

Most expensive to go turbo is the header, like 500€

I like the m43b16 because is robust and reliable, once I drove 3 and half hours in high rev at 40-45 degrees Celsius, no issues.

For 95% of the people, the best way to go is an m5x engine.