the cheapest additional noise would be a BOV, but this would add no additional power and add a certain sound (pressure release), not an exhaust noise... There are several post on them I believe they cost less than $100.
the next cheapest would be an air intake of some kind, these cost $300 or a little less... the make the engine sound louder... But without a chip there may or may not be any power increases...
Then you can remove just the resonator and replace it with 2.5" pipe once again not much power increase but you are removing the second muffler so it does get louder...
You could replace the down pipe and cats, here you would should see a nice power improvement as this is the bottle neck of the GTI exhaust system...
Finally you can replace the entire exhaust system from the turbos back... this includes the down pipe, cats, resonator and muffler... this runs around $1200...
this is a very brief list of what can be done from least to most expensive... I have not gone into much detail but I hope it gives you an idea of what to look for... No doubt there are things that I have missed and others will fill in...
GL