I cant blame you for getting bored! In standard form they really are incredibly dull.
Good, comfy, sensible cars, but still, proper dull. weak power and lifeless handling.
For starters, get a decent remap to up the boost, then sort out the brakes and suspension. S3 brakes tend to overheat and fade a lot, especially after you have the car remapped.
Some brembo 4 pots would cure that nicely.
As for suspension, there seems little point in coilovers from what I've gathered. The prefered setup is bilstien B8 shocks with H&R 25mm drop springs.
On my A3, the single biggest difference to the car came from the rear anti roll bar.
you want a bar thats proportionally bigger on the rear, so no use looking at R32 bars- that would be foolish, as the front bar is designed to cope with a whacking great V6.
I think the standard bars are 19mm front and 14mm rear. Upgrading to the neuspeed bars with 22mm front and 19mm rear seems to be the best balance.
Going larger on the rear bar still stop understeer, larger on the front will induce it again.
On my FWD A3 I run a 22mm front bar and a 25mm rear bar, but I dont have IRS, so you're probably best off with a slightly smaller rear.
Check ouut Ess_Threes tuning guides at the top of the forum, just about everything you need to know is in there!
Good luck! I know I could only ever buy a big turbo S3, I'd let someone else spend all the money on it, then reap the benefits!