Sebs right about the filter
drill a couple holes in the underside of the airbox too
If you're getting it chipped and set up PROPERLY, one of those power boost valves can make a difference too or an ecotek valve.... If you're not getting it set up properly, I wouldn't bother with one tho because the results are minimal.
The next step is always an engineered head and a lightened and balanced bottom end. Lightening the flywheel makes a big difference on the N/A CVH and helps it rev a lot quicker.
HOWEVER the best thing to do to make your car faster is improve the boat like 3i suspension. Adjustable shocks and higher rated springs will improve obviously speed round corners but add in some adjustable TCA's and you;re looking at being able to get the power down quicker too
Suspension wise, the mk 4 also benefits from stiffening the chassis, front and rear strut braces are pretty cheap.
FIRST thing you should do tho is uprate the brakes, they're shit to start off with but can be upgraded cheaply and will ALSO mean you can brake later so be quicker than the Saxos