Tuning is a crossroads.
You can spend, say £1500 and have a genuine 190bhp, but to get over 200 bhp (so an extra 10bhp) would cost you a lot more, possibly double your initial £1500.
If you are only after getting it a super quick car in a striaght line, then turbocharging is a no brainer - as said, to get a Clio to 200bhp will cost the same amount as turbocharging one to 250bhp - with a massive increase in torque.
But remember the more power you put in, the more stress on everything else on the way out - so (expecially with forced induction) your clutch will suffer, you will have to make sure you have decent tyres, you will need to have upgraded brakes (done properly, not just a set of greenstuff pads) plus any wear in bushes, wheel bearings, suspension conponents will become much more noticable as the car has to transfere a massive amount of power to the road.
Bear in mind that if you stay N/A and go down the cams route, you will have to budget a further £500 or so to have the cambelt and aux belts changed, plus a service (you don't want to be running new cams on old oil) though most tuners can incorperate the cost and bring it down a little if bought in a package deal.
Tuning is not cheap, and to get the power you want, be prepared to spend the amount the car actually cost you (sometimes much more) on tuning - unless you have a way of doing things a little cheaper (ie, you are able to carry out the work yourself, or you have some good contacts to get discounted parts) but please don't expect it to be an easy route - the amount of times I hear 'my 172 has 200bhp because it has an air filter (+ 5bhp) an exhaust (+ 8 bhp) a decat (+ 5 bhp) and a remap (+ 10bhp like iv seen some companies advertise) so 172bhp + 5 + 8 + 5 + 10 = 200bhp :banghead: