Ideally you'd be looking at replacing the entire seats to heated seats. On average a good set of leather GTI seats will set you back circa £500-£600 (sometimes even more).
If your original GTI seats are in good nick you could get £350-£450 back for them, so overall effect not too bad.
I've actually upgraded to Edition 30 half leather/heated seats, which are much more expensive than the full leather seats, and am currently selling my original GTI seats. I had to buy the climate control panel for the heated seats controls and a loom from the seats connecting to the control panel, so these costs also have to taken into consideration. For these 2 parts you'd be looking at around £100, depending on the condition of the control panel.
Once fitted I think you'll have to code them in using VCDS. Eddie-NL did mine just last week