for exhaust sound, change the muffler and you got sound.
i got a magnaflow on mine (cat back) and at points it gets kinda loud but it can be quiet depending how i drive it.
intake is a simple cone and heatshield like woofer said. search and you'll find it.
as for other mods, m30 afm and bigger injectors with a A/F tune after that and a markd chip. those are the basics.
and make sure your car is running properly before you actually start modding.
waiting for jordan to post....
Current:2013 Candy White VW Golf TDI
Sold:2004 Silver Gray M3
Mods: Dice Unit, EAS Angel Eyes, Painted Reflectors, CSL Diffuser, Smoked Corners, PSS10s, 15mm Front and 10mm Rear Spacers.
Gone:1990 Brilliantrot 325is
Mods: Alpine speakers and HU, Euro Projectors, Magnaflow Muffler, Euro Smoked Tails and GC Coilovers.