Op:
You'll get better answers if you read this, and the threads it links, then come back with more targeted questions.
http://www.audizine.com/forum/showth...Ys)-Read-First!
My personal recommendation for making your car awesome would be to start by (1) installing a touring, catback exhaust system, keeping the stock downpipes (I prefer the sound of AWE's system); (2) install an open-element intake (I prefer Roc Euro ... these are subjective, because the intake and exhaust's benefits are primarily auditory - they only add maybe 12-20 hp total); and (3) get your car flashed to Stg. I (this is the biggest percentage leap in HP and torque of any possible modification you can make to your car).
As stated in various posts above, "Stg I" just means your ECU gets remapped to optimize for performance. It comes from the factory optimized for various emission targets, not performance, and you thus get a LOT of benefit from these cars with just an ECU remap. Discussion regarding the merits of various tunes are described in detail in various threads linked in the "read first" thread. REVO, APR, and GIAC are probably the best established tuners, but you'll get a lot of variance of opinion around here regarding preferences between them and others, so probably the best advice regarding tune selection is just to do your own homework.
I'd leave it at that for a while. The jump to stg I will make your car a whole new vehicle. Once you get used to the power, i.e., it starts to feel slow, you can go to Stg. II. Stg. II means installing a smaller supercharger pulley [and/or larger crank pulley] (either of which has the same end result of spinning the supercharger faster throughout the rev range, creating more boost, and, chiefly, creating significantly more low-end torque) along with a ECU tune to optimize timing, fuel trims, air/fuel ratios, etc. for the additional boost. The jump from Stg I to Stg II will, again, make your car feel like a whole new car.
Upgrading to both a larger crank pulley and smaller supercharger pulley is a so-called "dual-pulley" setup, which spins your supercharger much faster throughout the rev range. This is still technically "Stg II" (Stg III means you install a bigger supercharger), and most tuners' Stg. II tunes now support dual-pulley setups. Many AZ members are really enjoying the added torque, but dual-pulley setups are also relatively new to the scene, and potential longevity issues with dual-pulley setups remain tbd.
When you go to stg II, regardless of whether you go with a single- or dual-pulley setup, you should also upgrade your cooling system. AMS makes the (IMHO) best cooling upgrade for this platform, though there are a lot of other options that provide 90% (or more) of the benefit at 50% (or less) of the price.
Going to either Stg I or Stg II will void your powertrain warranty, and even if you flash back to stock before returning to the dealer, they still can, if they look closely, catch that you've been tuned and flag your car "TD1." TD1 is an acronym for "the powertrain warranty on this vehicle is void forever, no questions asked." An intake and catback exhaust should not void your powertrain warranty, though some dealers are a-holes and will try to argue otherwise.
The three tunes I mentioned above appear to be reliable at stg I and II, and you are extraordinarily unlikely to incur any drivetrain-warranty-related repair needs during your warranty period just because of those tunes.
After single-pulley stage II, the cost/benefit ratio starts skewing towards higher costs for lesser gains and larger sacrifices in reliability. For a max-fun daily driver, after single-pulley stg II with upgraded cooling, your mod money is probably better spent on handling and braking mods.
Bookmarks