Ive got a RSi aswell matey, you are pretty limited to what you can do to them from what ive found out, you can get a cam kit and pulley for around £250ish, but you will only see about 5ish BHP from that... then you could get some kind of head work, and a re-map would help this along.
Also you could put on a 2.0l 8v meggy bottom end, again that will gain you about 5bhp?
Then the usual like change the air intake, and a nice de-cat exhaust?