Intercooler really is only needed if you are going to be pushing a lot of boost, 12-15psi or more. If you don't run that much boost, then its not going to do much for you.
Giles pump - most definitely.
Bigger exhaust - yes.
We have both on our TD and its noticeably faster, though we did both of those coupled with a full top to bottom rebuild. But it feels pretty close, if not as fast (or even a bit faster) than our '01 TDI. We want to dyno the car, but haven't yet.