Welcome and Congrats!! :cheers:
First and foremost is make sure the engine is tuned and everything else is in good condition. Any suspect suspension pieces should be replaced first like shocks and bushings. IMHO, real hp doesn't come cheap and I've tried the free mods like, a cut open air filter lid, removed the MAF screens, TB-Bypass, cut back spark plugs and tuning. I didn't gain much from that, maybe 10-20 hp total with a reprogrammed chip. That also includes the Dynomax cat back, relocated MAT sensor and 160 degree thermostat. My guess is most of that gain came from the cat back, so a full exhaust ($700 +/- a few hundred) would be a good place to start for a power gain of about 30+ hp. What gear ratio do you have, 3.07 or better would be good, anything below that and I'd recommend a gear change ($450 just for parts). Do you have an auto or manual? Tq convertors for the A4 range from a couple hundred to over $700, I don't know how much a performance clutch or shifter would cost.