Power Service is a tank additive, grey for a cetane boost, white for anti-gel and slight cetane boost.
Diesel Purge is a product Lubromoly sells to run straight through the injection pump. All the products are mostly ULSD to a point however Diesel Purge has a lot more cleaning potential thus why you run it straight and bypass the fuel from the tank.
TDIclub.com has an extensive write up this process.
It is good you are keeping the old intake & EGR Valve. Clean them and keep them handy again all this info is at TDIclub.com
Considering you are doing this & the timing belt I can bet you are already reading the wealth of info there.
The injector bodies do not need to be replaced unless they are physically damaged some how. New nozzles will give you power boost as well as an economy boost. This is especially true if you upgrade slightly which isn't a lot of money if you are considering replacing the nozzles anyway.
Just one site to visit.
Nozzles
As long as your stock bodies are free of damage I can't see any reason you would need to replace them. If they can't be calibrated when replacing the nozzles you would find out then anyway. Most shops have good spares on hand just for this purpose.
It is a good habit to run a diesel purge every year because the quality of fuel varies a lot in the US.
As far as soot buildup and ULSD it is still a hot debated topic. I cleaned my manifold at 100k and while bad it wasn't horrible. I didn't really get a huge economy boost but I did recover a few MPG.
Mine was mostly due to LSD and IMO the EGR cooler. It was a short tripped winter car sometime in it's life. EGR with no cooler which is what I did after the cleaning caused a slight dusting of soot in the intake but kept my MIL lamp off which please the county I lived in.
Crankcase vapors again can contribute to it but the worst offender was LSD, if you are using proper oil and changing at a proper interval and not having excessive blow-by it shouldn't be an issue. Of course this all counts on driving the car and not short tripping it or lugging.
A big point if a manual is to shift no later than 3000rpms when warm, 2500 if really cold until it warms up. The engine needs to work it is not a machine that can put in the city all day. For that buy a Corolla. Automatics tend to take care on themselves well enough.
Mostly anything you could ask here has been asked at TDIclub.com 1000 times over so go there and get ready to read.
Good Luck
Edit: I should note that I previously also owned a 2000 TDI which is the car I am referring too. The 2004 BEW engine is a whole 'nother animal lol