which order do you recommend I do these things in?
Don't forget to open up that exhaust. It made a huge difference on my 91 Jetta TD. I put a 2.5" from the turbo on back.Also here is a good EGT gage, http://www.dieselpage.com/issev1.htm
Ditto on the exhaust.. Passenger Performance sells TD downpipes (I don't know of any other vendor that sells TD downpipes) and getting the rest of the exhaust done (end of downpipe to the tip) won't be expensive if you or a friend can cut & weld.
Anyone know of a metric pyrometer?I wasn't taught Farenheit at school! it confuses the hell out of me!