That's good advise in general. To answer your original question though, it really depends on what you intend to do with the car. How you use it is a big factor in what modifications you may want to consider. First off consider a skid plate. They add protection and piece of mind with little in the way of weight penalty.
Is your car DSG or manual? If it's manual, you may want to consider a DieselGeek short shift kit. Do you ride a lot of rough roads? If you do, you may want to consider a good set of shocks, if not, maybe you want to lower the car a bit. Once it's broken in, you may want to look at increasing the power with a good tune. Basically drive the car and think about what would make the experience better for you. Don't do random modifications for the sake of modifying, but pick out what will make the car work better for your personal driving.
