Grab a decent pad and have a fluid change; decent pads include: mintex 1144, ferrodo ds2500, tarox corsa
Scopes's hierarchical list above is spot on.
To add to it (and this is all my opinion)
GTI 312 Upgraded discs: tbh I wouldn't worry too much with the standard setup
Pads: yes worthwhile difference with those mentioned above
Braided Lines: yes great, however worth noting that braided lines can pose problems, as you can never tell if a line has split beneath; probably more track orientated than road use, less fit and forget than standard lines.
R32/Cupra/S3: bigger disc but still single piston, upgrade to above, however adds A LOT more unsprung mass...
NQSBBK: Lighter than standard GTI setup! But 4 pot POWA, awesome, keep your standard 312's too. Best of all, but most expensive of the three.
Brake Fluid: VW 501.14