1. I'd like to modify the exhaust system so I don't suffocate my engine at all. Read that most stock car suffocate the engine a little even if it's stock to avoid sound pollution to pass all countries law. What part should I change? Tail pipe etc. And how much roughly for a good one and any good place to recommend?
I didn't know they still made the NA polo sedan. I thought it's been replaced by that newer model that's turbo charged? Anyway, any exhaust mod will void warranty. If that matters to do don't do it. If it doesn't, there are lots of shops in Ampang/Puchong/Sunway that'll do it for you. Depending on material used (white steel, stainless steel, titanium, etc) it'll cost around 1200 to 5000 or more. All depends on what you do, who you do it with and whether you know the person or not.
(Almost sounds like you're looking for an escort service

)
Anyway, go find a fellow VW polo kaki, get recommendations from them and go with them to the shop to get the same price and setup if it's what you like.
Btw, a nice straight flow with resonator would give you a nice idle rumble and a growl when accelerating without the drone when you cruise. Avoid droning.
2. Sunroof installation, does it void my car warranty and is there any expensive or annoying maintainence I should know about? As usually any recommended place?
Don't bother la. Chopping and welding your roof for the sake of a sunroof which isn't practical in our weather is pointless. Poorly done welds will introduce rust problems. Then rust will be a never ending nightmare. Then there's the weather seals of these sunroofs, they need attention ever so often in case they dry up and become brittle, you'll have water in your cabin whenever it rains. Or worse - poorly installed sunroof will result in water leaks, creaky noises, etc and usually there's no turning back after a poor install.
3. Wheels / rims, where should I get them? And any cons on getting unoriginal products? Or any good original brands that is cheap and looks good?
Budget? If you have the budget getting a branded Enkei RPF1 for your car would be awesome. Otherwise have a look at the Advanti branding. Not exactly knockoffs because they have their own designs and not exactly china made because their quality is actually pretty good. Especially their lightweight storm series, 4.6kg rims is pretty awesome. RPF1 is lighter though. Whatever you opt for - don't skimp on tyres. Get good tyres.
4. Car seats, any good recommendation on a comfortable semi or full bucket seats brand? Looking at original only in case of accident which I hope it won't happen. Prefer to use cheaper but original brands
You want ori and cheap, consider half cut shops. There are shops online as well (FB) that sell a lot of recaros that's pretty reasonable too. Some sell the bracket and slider, if you're not having any luck with finding the bracket and slider, give SSCUS a call to see if they have bracket and slider for your car model.
5. What are jpj laws on sticker? I remember seeing summon on cars that have small sticker.. Plan to make one on the windscreen on top and behind my car.
Windscreen front cannot exceed 6 inches in height if I'm not mistaken. That black strip people usually stick cannot exceed 6inches. Rear sticking a whole bunch of stickers will give you literal problems when it blocks your rear view. JPJ will target you if you have that much on the rear windscreen.
Anyway 1 more question I forgotten to ask that is I'd like to change my back brakes from drum to disk. Any recommendation and what is the rough budget? And where should I get those rotors? Scrap store from old golf?
Drum to disk? Is there a point to this mod? It's not going to miraculously improve your braking ability. Anyway, if you insist to do it, look at other VW cars and find out which ones are PNP for your car. Buy the whole front and back and just PNP. I don't know enough about VW to answer this fully. But looking at the Polo GTI front and rear brakes perhaps might be what you need.