Xenons look like this....
Have a good look on here regarding tuning. Loads of threads on the subject. The bigger k04 Turbo'd Eddy/Pirelli will get 285bhp+ with just a map and nothing else whereas you'll need a fair bit of hardware to get there in the GTI, full TBE Zorst £1000+ and a CAI (cold air intake) £300+and a HPFP (high pressure fuel pump) £750+ and maybe an upgraded intercooler ie. an S3 one £300+ and the map (for example REVO £600). If your car is a manual it will need an upgraded clutch as it can't handle the torque so about £1000 fitted. If its DSG, that will need a map as well. Get all that done and you may be around the same power as an Edition 30 on stage 1 alone.
To give you an idea what's involved, a respected Indy garage/tuner offer packages for the K03 and K04, from their website, see what's needed.......
http://www.jkm.org.uk/performance/jkmtfsi.htmIf your not keen on the BBS Pescara's that come with the Eddy you can always pick up a set of 18" or 19" Monza 2's or Monza Shadows for that OEM Look.
Hundreds of threads regarding R32 v ED30, one has slightly more power but weighs a lot more, one slightly quicker in a straight line and the other is slightly more nimble IMO. In standard form the R32 does sound alot better though. ED30 is loads more "tuneable"
Get into an Eddy or 2 and try them out. The GTI is immense (my last one was) but the ED30 and Pirelli are just a stage further along and for the money your spending I would have a look especially if your going to mod it in the future.
Hope this helps and not confuses. Happy car hunting fella.