Hmm... Get a cummins, then make it smoke like a chimney... Then build your VW for power without a lot of smoke.
Honestly, you'll get a lot of people jumping on you for that question, but here's why.
Black smoke is excess unburnt fuel, and it will drive your cylinder temperatures up in your engine, which will burn your pistons and pretty soon you won't have any smoke since the car won't run anymore...
Now, to make it have more power, a simple tune and injector upgrades will net a good boost, which may smoke a little bit, then a turbo upgrade if you're looking for more power. There's a lot of info on that in the power upgrades section.
But with any of those, you will need to budget for a 5 speed swap, since the 01m transmission in your car barely holds up to what the alh has, much less adding more power.
