Check out my post here:
http://www.mk5golfgti.co.uk/forum/index.php?topic=63918.0Basically you can contact your local TPS and see if they will sell to the public, some do, some don't.
I bought loads of stuff from David who is in the second post of that thread, he is a top guy and all the stuff he sent me was spot on.
I got a quote from him recently for discs & pads for the GTi:
GTI Brake Disc (Front) 312 x 25mm --- 1K0 615 301 AA £79.66 a pair
Economy version - JZW615301H £66 a pair
GTI Brake Pads (Front) --- 3C0 698 151 C £40.61
Economy version - JZW698151B £30.66
GTI Brake Disc (Rear) 286mm x 12mm --- 1K0 615 601 AD £55.50 a pair
GTI Brake Pads (Rear) 1K0 698 451 G £29.60
Economy version - JZW698451D £20.60
Parcelforce is £12 per axle so £24 for all brakes.
The Economy versions are genuine VWG parts but in a promotional range for older cars.
Regards
Hope that helps