Agree with fishface.
Turbo-engines are easy to modify/remap. Just look at what the market for tuning Impreza STi's or Mitsubishi Evo's.
To get a significant power hike on an atmospheric engine however, you need serious mechanical changes.
A remap can get you some more horses. This is because the manufacturer's map allows for a pretty wide variety of factors (lower quality of fuel, very low or very high temperatures, etc).
If you always use your car in a location like the UK (or Western Europe) where the climate is about the same everywhere and doesn't change massively during the year and where fuel quality good, a tuner can remap the ECU to make better use of the engine's capabilities.
This however means the car might not run smoothly anymore if you're in on holiday in Southern Italy when it's +42C or in Northern Finland when it's -37C, or if you once have to fill up with 95Ron fuel because 98 is not available...
(My wife's Impreza STi Type-UK for instance really does not appreciate once temperatures go below -30C).
For proper power gains, increasing the engine's capacity or fitting a turbo/compressor are indeed the only options.
This is best done by real specialists, but costs A LOT of money.
I had a quote from Brabus to get more power for of my S-class by increasing the engine capacity. It would sure have given me a very exclusive car, but the cost was much higher than what I would pay if I would sell my car and straight away buy another S-class with a bigger engine.
