The biggest problem with the tuned port style motor that limits horsepower is the restrictive intake. Yes forcing more air into that smaller area will help, but it will also reach its limits quickly. This doesn't matter how you try to get more airflow(supercharger, turbo/s, or displacement increase). Any increase in power you do will stress the factory A4 trans, but even it was stronger than the 5spd of the same vintage.
Since TPI is limited in airflow in close to factory trim it doesn't turn many rpms, it makes torque low end style power. As a general rule - VERY GENERAL - superchargers provide grunt off-idle and up where as it takes rpms for a turbo to build boost. There are so many variables to these generalities that we could writes books about it, heck just pick up any hot rodding or tuner magazine or look it up in the library. These technologies aren't new, just adadpting and better and working smoother with today's better engine control management.
Anyway, just build it or like
MasterTomos said, swap it. The idea being make it yours, make it better, make it how you want and/or can afford it. A swap isn't just the easiest thing to do either, in fact one of the toughest. For straight ease of bolt on power, a complete supercharger kit can be purchased for your car and bolted in place in a weekend's time with hand tools. As far as that goes, so can a nitrous kit, and it would be WAY cheaper...