OK so I got this sorted. Thanks to the poster above, the FM Transmitter he linked to works a treat, and for £16 you can't go wrong. Connects quickly and automatically to my phone, sounds great, doesn't drain the battery if you leave it in the 12v socket. Only downside is that because of the design of the transmitter and the Golf, it has to go in sideways but that's no problem.
FWIW, I tried two different iPod docks off ebay, neither worked. One would get power but not show up on the headunit, the other would show up as a CDC on the headunit but had no power.