Me too. I've changed the cat back system and will replace the four cats with 2 in January so have a complete S/S system although mine's not a Milltek. Fortunate enough to have someone local who custom builds stainless exhaust systems.
People at my local meets say it does sound more tuneful than standard but not the same note as a Milltek, a bit deeper. You can hear it from 1500 rpm upward. Once that's done a remap and a rolling road; my exahust fitter reckons he's done a B6 that was remapped and on a rolling road his mate owns its producing 390 bhp and 375 ft/lbs. However it's a damn site cheaper than AMD.
Like ScoTTy says, its more about letting the V8 breath. Apart from supercharging, there ain't a lot more on the engine front to do.
Only other way is to make the car lighter which gets me on to the questions, how are your ECS disks ScoTTy? Feel better than OEM? /ubbthreads/images/graemlins/beerchug.gif