Vcds is a diagnosis and programming lead for vag cars, its made by Ross tech and distributed by other suppliers outside the US. Even though I have the proper lead you can easily get a copy on eBay for peanuts that will do everything you want but you won't get support from Ross tech for any problems obviously.
ETKA is VW's parts programme although not just vw it covers all 4 brands and depending on what modding and diy skill set you have can be the best ever tool to look up any parts your car was made with down to screws and wires, to big items etc etc
To go with ETKA and to some extent what else you asked about the Haynes manual, if your ok with keeping everything on a pc then the Elsawin program, also VW's own software for service, wiring and literary stripping the car down piece by piece, only thing is it can't be tailored for just mk5 golf you have to install say 12gb of data which covers any vw from say 1996 to 2013 then once installed you pick make, model, year, engine and gearbox to identify what your working on, very very comprehensive piece of software available very cheap on eBay.
