I've had a little bit of experience of these, theres a few gotchas with them and its fair to say that its very much a fair weather mod.
I fitted them personally to a set of R32 brakes on my Mk4 with no appreciable difference in fairness, you have to realise that you will need to have them inspected every 6 months or so.
The R32 calipers on the Mk5 have a reinforced bushing anyway so its not as much of a requirement as you might expect, if you ever rip out one of the bushings in the caliper then there is a white plastic insert to stiffen them up.
I ended up using one per caliper on the top bushing and sold the other half to somebody else.
You'll get better performance from some decent pads or if like the S3/R32 brakes they aren't available then just put the money into the tin on the dresser and save for some four pots.
The S3/R32 setup is what it is, theres not really much you can do to increase its performance, Its £400 quids worth of improvement for £400 if you get my drift so therefore good value - if you bolt the VWR kit to your car you wont get 1800 quids worth of extra braking.
For the £100 I spent on getting the tyrol kit here, I think next time it would be hoses and pads for me.
Just my £0.02 's worth!