Thought about this myself so have tried and failed, twice. Bought some Black Gloss vinyl from eBay (couple of metres for about £20) and gave it a go. Vinyl needs to be wrappped around a painted surface (thats my understanding) so on my ED30 not a problem, on a standard GTi, not sure.
Nearly got the front right but just not really good enough for me, 2 hours of sticking, stretching, unsticking blah blah blah and gave up after overhating the wife's hair dryer and "burning" the vinyl.
Did not even try the rear as it looks quite hard with lots of little turns, ridges etc.
Give it a go as you have nothing to lose and will no doubt be a lot better at it than i was, good luck!
Oh and today i had a professional person vinyl wrap the front splitter and rear valance. He is in Sussex :-
www.armadillowrapping.co.ukCheers, Martin