I assume you mean one that
won't damage your car?
The best approach is a tow bar mounted rack, as it won't touch your car. Not many tow bars on GTIs though...
So you car use roof bars, as long as you mask off your contact points with Helicopter tape (just google it)to protect the paint. I have Thule ones that work just fine.
Finally a rear rack. I've used a Halfords Advanced 3 bike carrier for 1200 miles without a mark. I did mask any contact points with Helicopter tape again. These are £100, but are rigid so no silly straps waving I the slipstream. You can buy my old one for £60
or I think Saris Bones work on a GTI.
http://www.mk5golfgti.co.uk/forum/index.php/topic,33526.0.html