Alright so I bought an Audi 04 Quattro 3.0 a few months ago, and I love it so far. I am looking to increase performance, and I'm not sure where to exactly start.

I was looking into cold air intakes, but just not sure which to choose from
I am looking into and upgraded ECU but not sure which one to buy
I have a few exhaust systems I am looking at
any recommendations would be great

What else could I do to help increase performance. This would be the first car I plan on upgrading and I only know the basics I have been reading a lot. I am just looking for a place to start, so i figured a form would be the best place for advice.