Thanks for the list, it has been very helpful.You'll need a good intake:
AEM - AEM Cold Air Intake
K&N - KnN Cold Air Intake
* These are the main 2 we sell all the time.
Intercooler Upgrade: CLA 250 Front Mount Intercooler Kit - FMIC by TurboKits.com
High Flow Downpipe: Armytrix High-Flow Performance Race Downpipe with Link Pipe
FREE Flowing Exhaust:
Armytrix: Armytrix Valvetronic Catback Exhaust System - FWD *FWD & 4WD
Magnaflow: Magnaflow Stainless Cat-Back Performance Exhaust System *only for FWD
The Turbo Upgrade: Mercedes CLA 250 Turbo Upgrade by TurboKits.com
A Proper Big Turbo Tune: CLA 250 AMR Performance Comport PRO Tuning Suite
Depending on how high you want to push it. Here are some nice additional options:
Water Meth: AEM V3 Water Methanol Injection Kit
TK Power Plate: CLA 250 TurboKits.com Power Plate
TK Vent Gauge Pod: TurboKits.com CLA 250 Vent Gauge Pod
Hope that helps!