Sweet! Welcome to the TDI club...now get your arse over to the forums at TDIclub and start learning.
Before you start modding, get it all up to date mechanically. I know Canada dealers are better with TDI's, but "dealer serviced" and TDI's don't normally go together. Unfortunately you don't have much other options up your way, with some careful monitoring on your part you should be okay.
New turbo before 99k? If it genuinely went out, then the car has probably had a rough life. Most likely it just had dirty VNT rings, bad actuator or maybe just a vacuum leak. VW dealers love to replace turbos on TDI's for no good reason.
Make sure you use good oil on a 10k mile interval. Mobil 1 Turbo Diesel Truck 5w-40 or Shell Rotella T 5w-40 synthetic are both excellent choices. I'm partial to the TDT, but Rotella is a very good oil. If you use something other than these two, make sure it is DIESEL rated oil, preferably 5w-40.
As the weather cools down, it is a good idea to run Power Service in the white bottle to make sure you don't have any problems with gelling. Always fuel up where a lot of fuel gets sold so you aren't filling up with old rotgut. It is always a good idea to go into fall with a fresh fuel filter.
Timing belt...get it done now...the right way. All parts in the path of the belt must be replaced. Have them use the 2003 parts which will give you a 5 year, 100k mile interval. Tensioner, 2 small rollers, 1 large roller with new stretch bolt, water pump (metal impeller) and long life belt. Make sure they use the correct lockdown tools and set the injection timing slightly advanced, 70 or so is a good number.
Mods: nozzles are the best place to start, I would go for PP520's. Send your injectors to
this guy and he will install the nozzles of your choice onto your cleaned and properly calibrated injector bodies. 48 hour round-trip service for Canadians...costs about $550 US or so for the whole shebang. After that comes tuning, Rocketchip or Aligator are best. Stock turbo can take up to 18 psi sustained. With this level of tuning and nozzles you will quickly slip the stock clutch. Buy more clutch than you need, the
DC Stg III clutch is a great choice for lots of holding power with a stock feel. 2.5" downpipe and exhaust are recommended to keep EGT's down with tuning and bigger nozzles. The turbo can handle 1650F (pre-turbo) sustained. A Boost/EGT gauge is essential for any mods.
Good luck with it and have fun. Let me know if you have any questions and I will be glad to answer to the best of my ability.