If your ultimately wanting to go to stage 2, then you might as well only do things once.
For the brakes, the R32 / Audi S3 / A3 3.2 brakes are a big step up, and the way I have went on my Edition 30. You get 345mm discs on the front, and 310mm on the rear. Should be more than enough for the GTI at stage 2. You can put the lighter TTS 340mm discs on the front though, which is what a lot of guys do too. The Mk7 GTI PP front brakes are the same, but a bit lighter, and I beleive slightly bigger pistons, possibly. Expect to pay about £300-£400 for a complete front brake set-up with discs and pads, calipers, caliper carriers and brake guards and lines. You will need new brake lines for the fronts too, R32 spec. Just go HEL braided lines for £40.
The rears should be doable for around £150 for the full set-up. But a lot of jokers think they are worth £300+ for the rears, so be wary of scene tax. I paid £300 for my fronts off an S3 and £100 for the rears of a 3.2 A3. They are all the same. The 8V S3 fronts should fit, as will the mk7 fronts. But the rears in the newer ones wont, because of the electric handbrakes. You can maybe find the front and rear set-up off an 8P S3 or Mk5 R32 for about £500, which would be decent. Have a look in the classifieds on the likes of Audi-sport and R32OC for decent deals.
I wouldn't worry too much about "upgraded" discs and pads. I'd just go for good quality. So Mintex, TRW or ATE or similar.
Took me a while to source the rear stuff, so I did consider new parts for a while. TRW are the OEM manufacturer, so searching for the TRW part numbers get you the exact same equipment. R32 stuff seems cheaper than the S3 stuff for some reason though, despite the only real difference being basically the colour. There was a EU site, Rexbo or something, I found were about as cheap as possible, at around £200 delivered for rear calipers and carriers. So might be worth considering. Part numbers are as follows:
R32
TRW BDA690 - R32 caliper carrier rear left
TRW BDA691 - R32 caliper carrier rear right
TRW BHS938 - R32 caliper rear left
TRW BHS939 - R32 caliper rear right
S3
TRW BDA1068 - S3 caliper carrier rear left
TRW BDA1069 - S3 caliper carrier rear right
TRW BHS1028 or BHS1028E - S3 caliper rear left
TRW BHS1029 or BHS1029E - S3 caliper rear right
The E I think refers to exchange parts, so probably not the way to go.
If you are having to replace calipers anyway, then might as well upgrade the whole set-up. It was really night and day difference putting the S3 fronts on. Better spending a bit more for actual bigger brakes, than for just "upgrading" the discs and pads at the standard size.
Some people run caddy rear calipers though. They have a bigger piston diameter, but keep the same calipers, discs and pads. Apparently match quite well to the S3 fronts. But if you are needing new calipers anyway...
As for the intake. I run an APR Carbonio on mine. Only because it came with the car when I bought it. The RAMAIR one appears to be the most popular, because it's a touch cheaper than the other ones. But it still isn't hugely cheap. And the top TFSI tuner about recommends the Revo intake for the best performance. So I would just get the Revo and know you have the best performing one.