Niall
If you search back through the archives I posted pics of my intercooler installation a few years ago including home made brackets. The standard hoses were in good condition so I left them on
Performance wise you'll find little improvement in BHP changing the intercooler but the increased torque is well worth having.
The best bang for your bucks is a remap. Decat and intercooler. If you want to spend money on making your motor sound nice go ahead and fit a twin pipe stainless steel exhaust. It makes little difference to the BHP and may reduce it slightly as you'll have two silencers as opposed to just one in the standard exhaust set up, hence reduced flow. Best bet is probably a single straight through silencer. Forget fitting replacement filters unless again you want a nice sound. The OEM filter is just fine.
The TDCI engines seem to respond differently, some give more output than others as standard and as tuned. So don't be surprised if you don't see the amount of increased performance you expect. Also beware the "tuned" rolling road. All rolling roads are not the same and neither are the operators!
Do the mods I've recommended and you'll get a smile on your face especially using the in gear acceleration. Good luck and enjoy, I did!