Intercooler Upgrade

Could an intercooler off a Audi TT or GTI improve my power or mileage? Or other intercooler upgrades?

An upgraded intercooler is a couple steps down the line. It's only worth it if you install a bigger turbo.

Start with nozzles and go from there.

Also, the auto transmissions in the 2001 cars are not the most hardy....

intercooler will not gain you any power only reduce intake temp so you keep your true power for longer.
if your still running stock turbo then its very unlikly a larger intercooler will help at all unless you live in a desert and drive hard .
you only really need them when bigger turbos exert more exaust gas tempertaures back through your intake. so you need more cooling to reduce temps back .
im lucky in this country even witha slightly bigger turbo and mods we only have three days of the year when my temps would require a bigger intercooler
there are some advantages to having rain all the time

On an otherwise stock car, not a chance. You really need to do some searching and reading here. On modified cars, upgraded intercoolers don't add power, they just keep the air charge cool enough so that the ECU doesn't pull back fueling.

Also, I just noticed that you have an auto, the 01M auto is weak-knee'd enough behind a stock TDI. It won't last long with much in the way of power mods.

Your car would be very much more fun with manual trans injectors(nozzles)and a tune. After that, your trans is dead. Ask me how I know.LOL

I would think a better starting mod as far the IC is concerned would be to vent the wheel well to allow better airflow through the core. Basically, that would make the current IC more efficient and more efficiency is more power and economy, in most cases.

If you are 100% stock without even a tune a bigger intercooler won't gain you anything. A tune will turn up the turbo some which will make the air hotter (compressing gasses=hot air, cooling air = more air mass= more oxygen). But even with just a tune you won't see enough of a difference to make it worth it. Also it depends on the year car you drive as there is a few different types of TDI's out there and each one has a different order of things to mod in a certain order. Post your year of car and we can help better.