Hondata S300 ECU along with the conversion kit for OBD1, fitting and mapping would be around £1000, or at least when I last looked into it that was what I quoted. Stand alone would be more. The standard exhaust system is pretty restrictive so to see the best gains you need to replace that (£600 for a new one), plus a manifold (some £300 depending on what you get) and of course there's the intake (around £200). Considering these cars are only worth some £2000 or so depending on condition is it really worth spending the value of the car in modifications to get some 10-15% more performance?
I would personally say get some premium tyres (Advan AD08, high end Bridgestones etc), upgrade the brakes (pads, lines and fluid) and maybe get the car rebushed (they are old cars now, replacing some suspension components would breathe new life into the handling). As per Andy, they are a bit heavier than the EP3 etc, but saying that they are excellent handing cars out of the box and have great feedback (especially the steering over the EP3, plus I find it more stable when making 'progress' compared to an EP3). Guess it depends on how much you want to justify spending.
Another option is the FIC tuning that TDI North are working one but I believe it's still a work in progress. Call Paul there for more info.