The one downside to H&R springs (if being low is a priority) is that they only drop the car by 30mm.
But... in every other way, even with standard shocks, they're brilliant. Ride quality, handling, they do the job very well.
For me, lowering a mk5 GTI to the point where you hold your breath driving over a twig kind of misses the point. With the H&Rs you can enjoy the car for how it was designed - on dodgy b-roads.
If 'lows' is your thing, AP, KW, Bilstein are good.