The CS400 Cosworth uses forged internals to get to circa 395bhp over the 330s 340 ltd models, none forged but max 340 is really as much as you want to test those. I believe your car currently sits at 296Bhp so your immediate options are
ECUTEK remap, cat back exhaust, hi flow panel filter (Suggest uprated fuel pump optional) will give you about 340bhp with launch control & antilag. This will give you an idea of the chassis performance with the additional power - I believe you will find it soft, front end will lift under acceleration and there will be quite a bit of body roll on the corners. Steering is not the quickest on your steering rack and as you start to get a shift on you will be crossing your arms more at teh wheel - look to replace the rack with a 15+ STI item
You could then look at the chassis, when that can handle the 340bhp how you like - look to the engine
As Tidgy said you are looking at a full tear down, replace the bearings, rods, pistons, head gasket and bolts. You will need to uprate the fuel pump and the injectors - an FPR to maintain the right pressure is essential. A turbo which can shift the extra air required as the standard one wont go that high.
More air in = more air out - the standard exhaust is restrictive so look at a turbo back option with or without sport cat
An aftemarket ECU with associated sensors will help pull the solution together
plus the chassis mods you may want to particularly dependant on what you would like to use the car for - track days etc, build on road friendly changes that can handle the 340bhp
I dont know what power your semi auto box can handle though? Buuuut then you could go for a sequemtial item and retain your paddle shift
What ever you decide - feel free to create a build thread so we can follow etc