Your cheaps mods for an immediate gain in power and performance are:
EGR blanking (illegal, but totally worth it) ~$20-30 DIY
80 series airbox (unsure about the legalities of this) ~$200 DIY
Snorkel $400-500 DIY
Catch can $40-200 DIY
If you're gonna do the 80series airbox mod, then put a snorkel on at the same time, those two go hand in hand quite well, as does the EGR blanking, and a catch can is always a good thing. basically what you're doing with these mods is gettin more, cleaner oxygen into your engine.
Then look into intercooler, I'd personally go with a water to air intercooler, they're a lot easier to install in the confines of the nav engine bay, especially after an 80 series airbox! And definitely stick with a front mount intercooler with a thermal fan. Your tops mount intercooler won't do a very good job when you're traveling at speeds under 60k? A water to air has the advantage of always being cooled by a thermal fan so regardless of your speed , your intercooler will be working.
That being said, also do the exhaust, there's no point putting more oxygen in if you can't let it out!
I'd leave the chip till at least after your exhaust, if not till last (all I've got left on that list is the intercooler)
Do a forum search for each of those mods and you'll be inundated with threads about how to do them.