Will putting a sports exhaust on my golf make much difference?

A higher flow exhaust and a K&N will generally gain you a few horsepower, but be careful. The computers in many newer cars are designed to run only with the factory parts, so if you start adding high performance equipment (K&Ns don’t usually cause trouble, but an exhaust that flows exhaust much more freely, for example) can make the computer think that something has failed and this usually redices performance. A high performance chip will usually fix this, but make sure the chip is compatible with the mods you’re doing. Also, if you want to make more serious poower, look into things like a hotter camshaft (again, consider the computer), larger fuel injectors, a turbo or supercharger, or porting and polishing the head for better flow into and out of the cylinders. There is a lot you can do with a computer controlled car, but you need to be careful that everything will work with the computer and each other. Also, if you can only afford one or two things right now, you may want to look for a computer chip that is rated too work with both stock and modified engines. That way you have some improvement right away, and it will make it much easier to make more changes in the future. I hope this helps!