Welcome....
I had a VanAaken Smartbox for 6 months.... It added a noticeable bit of power.... My car in particular would throw engine codes and sometimes the power box wouldn't work at all.... there are far better tuning boxes out there.
I got Bosio Sprint 520 injector nozzles along with the power box and the power was pretty good, but very very smokey...
All a power box will add is 20hp or so.... in my opinion, you are better off with just a quality injector nozzle upgrade that will also get you 20hp and more torque than the power box... cheaper than any powerbox or chip tuning...
Sprint 520's are cheap.... $220 or so brand new.... go to
www.tdiparts.com and search for Sprint 520....
If you don't know how to install the injector nozzles yourself, you can search these forums for a trusted TDI mechanic in your area.... you'll pay $50 or so to have them installed...
As far as chip tuning, there are many options out there... I personally use RocketChip tuning...
www.rocketchip.com
Joe