Check the FAQ/Tech tips forum, you'll find everything you'll need to know there.
Hardcore tuners think you are crazy? Why don't you show them you are! You can do wonders with these little engines and still do 40mpg.
Before you attempt any mods, I suggets you make sure the engine is in top shape. Do a compression test to see if there's a problem and maybe replace the headgasket with a metal one from a 1.9TD (not TDI). There's a lot more to it than that but it's a start.