Welcome Ryan!
VNT15, That's the turbo on ALH engines. It is a variable vain control, not a typical wastegate or divert valve control. Spools very quick, but has max boost limits around 18-20psi.
As for best gains. Bag for buck? Chip it. If you want to go down the moding road, then get injectors first, then chip, but that combo will force you into new clutch if you're a 5speed.
Other things to consider. Mods for maintence.
Cat Fuel filter (2micron instead of stock 7)
OMCCV (crank case vent)
Ventectomy (top off the tank easier 15g)
EGR mod (look for someone in the area with VAGCOM software)
Clean the intake and intercooler. (if your over 50k it'll help usually)
High suggest you read the FAQ it IS the place to start learning.