You'll need to modify the ECU mapping for the exhaust.
You should get a catless uppipe (no tuning needed, just a resistor to get rid of the DTC associated with the EGT sensor you remove). The stock catted one is a blown turbo waiting to happen, when the cat shreds apart and gets sucked into it.
You're fuel-limited to your stock turbo; you cannot upgrade turbos without also addressing the fuel injectors and pump.
A CAI will require additional tuning, as the MAF scaling will have to be adjusted.