First off congrats on the new car and welcome to the club.
Like others have mentioned is make sure your maintenance is up to date, which it sounds like you're working on. Your New Beetle has a Pump Duese(PD) engine that has unit injectors that control the amount of fuel injected into each cylinder and your engine code is BEW. Here's some reading material if you wanna know the PD engine a little bit better.
http://forums.tdiclub.com/showthread.php?t=44072
https://en.wikipedia.org/wiki/Unit_injector
https://www.myturbodiesel.com/wiki/mk4-vw-jetta-tdi-1999-5-2005-golf-new-beetle-1998-2006-buying-guide/
When looking to add more power to your TDI you need to decide which tuner you wanna go with. All but one of these tuners offer flashloaders for loading their tune onto your car. The flashloaders are nice if you are going to be upgrading your car and wanna take advantage of the new hardware. They'll be able to email you an updated tune for your car. You can then take logs of how your car is performing and you send those to your tuner to see if tweaks need to be made.
Here's the main tuners on TDIClub in alphabetical order.
https://www.kermatdi.com/
https://malonetuning.com/
http://www.rocketchip.com/ Does not offer a flashloader.
http://tdtuning.com/TD/
In no order, here are the major parts suppliers of TDI parts. Most are vendors on here.
https://www.idparts.com/index.php
https://www.darksidedevelopments.co.uk/
https://www.cascadegerman.com/
https://www.kermatdi.com/ Yes they sell parts and offer tunes.
http://www.tunemyeuro.com/
http://www.eurotrashmotorsports.com/ They have Wastegate Turbos if you feel like making the switch.
http://www.ross-tech.com/ They make a VW/Audi specific scan tool
https://www.ecstuning.com/Volkswagen-Jetta_IV--TDI/ More so for everything else you can think of.
There are plenty more VW/Audi specific online retailors out there, but this is a good start and I'm sure you can search and find others.
If you do decide you wanna go after 200hp, then here's what you'll need IMO.
GTD1752VRK Turbo
Custom 2.5" downpipe to 3" exhaust
PD130 FMIC
PD150 Intake Manifold
PD150 Turbo Inlet Pipe, MAF and Airbox with R32 DSG snorkel
3 Bar MAP sensor
PD150 Injectors
PD150 Head Bolts
Steel Glow Plugs
EGR Delete
Custom Tune
Just be prepared to upgrade other areas of the car if get bite by the mod bug
Limited Slip Diff and a good set of tires to put that power down, brakes, suspension, engine mounts, axles, etc.
I should know lol here's my car.
https://www.darksidedevelopments.co.uk/jetta-bora-gls-1-9-8v-bew/
Then you have an extreme build with compound turbos
https://www.darksidedevelopments.co.uk/golf-mk4-pd100-1-9-8v-bew/
Another nicely modded car to give you some ideas.
https://www.darksidedevelopments.co.uk/jetta-bora-1-9-8v-asz/
Good luck with your build and feel free to pm me with any questions.