2001 GTI VR6 mods

I've had my 2001 VR6 for a couple of months now and am into my local racing scene. Naturally, I want some more power from under my hood so I thought I could ask the experts for some advice. I currently have intake and a Neuspeed no-cat exhaust. The car is a beast but I became interested in ECU chips and before i go spend 500 dollars I want to know will that really improve the performance of my VR6? I think the chip that is available at this shop is a Garret. My other option is a REVO flash for $600 and maybe some racing headers . Any advice will help at this point..