There are slim line ones available if you want to have it permanently connected?
You can get Bluetooth or WiFi ones now, depending on the device you will use to read the codes.
Great if you're using an app like Torque to view / clear warning lights, basic logging, real-time info such as speed, rpm, boost and any other parameters available via OBD. etc.
You will only get generic OBD codes though, you'll need a VCDS cable for detailed codes.
Jas