I am new to mods for audi's as i just recently bought an 05 audi a4 1.8t and I have been looking into some upgrades. I don't know much about new engines because I have only ever worked on my 71 chevy nova...

Planning on APR chipping to stage 1+ or maybe stage 2. What is necessary for chipping? I have been told I need a HFC, Forge diverter valve, TT225 injectors, FMIC, cat back exhaust, and a CAI....

I ordered a Magnaflow Cat and the forge 007 diverter valve because i found a really good deal but my friend said not to put them on until i get it chipped and tuned. Is that true? does this sound like the right way to go for modding?
Also what is the best cat back exhaust in your opinion?