Just posted a detailed thread with pics:
Plasti-dip the grill and the mirror caps. Also the rear rings if you dont want to spend the 7 dollars for ebay black rings.
Also if your super cheap you can plasti-dip your stock wheels, or whatever wheels you have.
For sport seats: improve the lumbar support (or any other shaping) by removing the seatback and padding where you want. There's a lumbar mechanism already in there that you can use for a base. I got the best results by using a rolled up newspaper in front of the existing lumbar.
Also, I increased the tilt on the lower seat by putting inserts under the front of the seat brackets that bolt to the floor. WARNING: customize the inserts so they give flush mount to the bracket and the floor so that the impact strength isn't compromised. I.E., don't use washers!
Dogbone insert! Even on DSG it makes a difference on wheel hop.
Paint/plastidip/fusion the grill
For older cars, replace the diverter valve with the latest version. I had a small leak without ever knowing it. Made a very enjoyable improvement.
Put removeable limo tint on the openskye.
OEM-style LED DRLs in the fog light brackets. There are a couple of Philips brand that fit well.
Service plans: PCV, intake flapper motor, etc. FREE!
HPFP cam follower (preemptive)
Add more 12 v power sockets. I put one on the firewall in the driver footwell so I can plug in my iphone on that side without running a cord across the dash.
If you keep the factory wheels, when it's time to replace your tires, go up one size to 235/45/17. Surprisingly effective in giving a more aggressive look without getting any tire bulge.
I'll add more when I've got some time.