The bare minimum requirements for stage 2 are an intake, downpipe and remap.
I'd recommend getting the Revo CAI (powder coat or camcoat, the latter is a thermal coating) as it looks the part and has been proven to provide the best air flow.
Regarding the exhaust and your requirements with pops & bangs, then hands down the best system out there is the BCS Powervalve WRC turbo-back exhaust with de-cat downpipe. There is nothing on the market for the S3 8P which even comes close to this bit of kit so don't waste your money going elsewhere, contact
@BCS Nige for more info.
For the remap then custom mapping is the way to go, Unicorn or R-Tech are the pro's here. If they're too far then you can go generic mapping, APR's software is superior to Revo's nowadays so find an APR dealer.
That's performance based modifications covered, however you should also look at improving the handling side of things, especially if going to stage 2+ (high pressure fuel pump, if manual then new clutch and flywheel too). Upgrade the suspension with a decent set of coilovers (or at least B8 dampers), anti-roll bars, anti-lift kit and a big brake kit (or at least uprated pads such as Mintex M1144/1155). Doing this means you'll get to utilise more of the increased power.