I can only comment on my car, and its experiences, others may vary....
--First the chip. Unlike Hondas, and DSMs, the VW/Audis are Horribly detuned to increase fuel mileage. This means alot of things, but to be brief, the chip awakens the car $ for $ more than any mod you'll most likely perform. I went from 180 rated crank hp,(generally 155-160 whp) to 210 WHP and 260 WTQ on chip and a replacment air filter.
--The GTI is a better performance platform in that its handling is more neutral, and balanced, and far lighter than an A4....for that matter a Jetta is also lighter...and very able to handle w/ A4s. Also, most A4s are the 170 hp version, vs the 99.5-01 VWs 150 hp, then in 02-05 the VW went to 180 hp.
--Before beginning, realize the chip is the big mod, DownPipe (DP) is probably the next most beneficial, followed by a CatBack Exhaust (CB). After that alot of the mods are fluff. Ex-A front mount intercooler (FMIC) rarely gains any real HP, it only saves lost HP in extreme heat situations, so it is way down the list on need, and value. Also, you'll read alot about "DV"s. This is a diverter valve, it also gains nothing, it is a recirculating blow off Valve our cars use....so the ECU can read boost. When the let go, they cause minor probs, and an aftermarket upgrade is $100 -$200 bucks. Most of us buy one early on to easy the headache it can later become. Also the N75 is a wastegate valve that acts slower to hold the WG open longer to maintain boost longer for shifts for one of many reasons. They are $75ish. No real HP to the ground (maybe 3-4) but you will end up getting one I am sure.
--To get a VW 1.8T to 300 whp is alot. To get it to 240 WHP is alot. Consider this, you need a chip, DP, CB, CAI, Dog Bone mount replacment, better DV, N75 valve upgrade for the wastegate, clutch to get it down, and a lightened flywheel helps these cars a great deal. All of this is alot of $$, and probably wont get you 240 WHP....it will however get you around 275 WTQ on good fuel. VWs are TQ makers, unlike the jap counter parts. 300 WHP will require a upgraded turbo, and software again...injectors, manifold, and so on. If you need 300 WHP, skip all the typical traditions, and go all at once to this level.
-- Try to not think only in HP, since VWs do make TQ, you may find you get where you want in perf before the 300 benchmark, because of the easy to make TQ. My car w/ 210 whp did a 14.1, I have raced GST eclipses w/ 16g turbos that ran 14.5s and had more power....but we have better TQ generally. A local guy has bolt ons in a GTI, on stock turbo and has run 13.2s....thats pretty quick for a MKIV car.
--Finally, I live in Grayson area, and drive the blk/gray 2 toned Jetta. I have all the mods outside the turbo. I dont mind giving you a ride, it will be after Southern Volks fest in late April though. I am rebuilding the tranny after that show. Currently it is jacked up from a defective install I am told.

Anyway, hope this helps, and like I stated, this is all based on my experiences w/ my two late model Jetta 1.8Ts.