First question is how much do you want to spend?
Exhaust will let the turbo spin up a little earlier and give a little more power however from experience, you really need to do a little more if your towing.
stage 1. Up boost (03 onwards, factory is 9-10psi) go to 12-15psi, 3inch exhaust & dump, pump advance and fuel adjustment. I originally set mine @ 12psi, power went from 75rwkw to 98rwkw, torque from 325nm to 408nm
stage 2. Turbo upgrade to Garrett 2860 or 2871 (or alternate brand...your choice). I went with 2860 as I wanted low down torque with 16-18psi. Same as above, tune, exhaust upgrade etc... You should expect to get around 120-130rwkw and 500nm+
Additional mods would be a better cooler. I went with an ARE upgrade cooler & scoop (plug and play) which will keep temps in check when towing. Plenty of other options out their.