My personal advice would be to get a K&N air filter in the stock airbox, utilize some of the mods that allow you to remove obstructions from the air intake and get more cool air flowing in. Then take a look at a cat-back exhaust system and turbo downpipe. You want your car to breathe as much as possible and expel the exhaust quickly. As far as the wastegate adjustment, someone else could probably speak to that better than I could. I tried it, then reset mine because it's not worth the risk. I know guys who are running higher boost, but they have other things in place (upgraded turbo flywheel, blow off valve, turbo downpipe, etc.) that make it a safer option. Turbo chargers are a lot like teenagers: you want to push them hard enough so they respond, but not so hard they push back.