If you just want to change the character of the car a little and are happy with the overall power then go ahead and do NA mods. Do this more for subjective feel however, not for real power. By this I am referring to slightly better throttle response and different better sound. If you really want performance altering power then supercharge for sure. Remember, however, that if you SC, in order to keep the car's performance balanced, you will need wider wheels and tires and a brake system with better stopping power. The costs escalate. You may want to add a gauge cluster, a better oil cooler, etc, etc.
Ask yourself this: If you had to stay with the overall power level/speed capability of this car in stock form, would you be okay with it? If yes, then NA. If no, then SC.
Audi S6 * Audi S3 * Porsche Cayman GTS
--Former BMW M3 owner